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<p id="isPasted">Backtesting in and of itself does not provide an edge.</p><p>Backtesting is used when you think you have an edge, and you need proof without spending months or years and thousands of dollars trying it to find out.</p><p>Backtesting is much more useful “in the negative" i.e, showing what doesn't work.</p><p>If you have reliable data (depending on what you're backtesting, data can be very expensive) and a good backtesting framework, I recommend running both in and out of sample tests on any pattern or occurrence you can think of.</p><p>You'll find out very quickly just how chaotic and difficult …</p>
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