<?xml version="1.0" encoding="utf-8" standalone="yes"?><rss version="2.0" xmlns:atom="http://www.w3.org/2005/Atom"><channel><title>Multiple Testing on FX Backtest Diary</title><link>https://etherpoc.com/en/tags/multiple-testing/</link><description>Recent content in Multiple Testing on FX Backtest Diary</description><generator>Hugo</generator><language>en</language><lastBuildDate>Fri, 24 Jul 2026 00:00:00 +0000</lastBuildDate><atom:link href="https://etherpoc.com/en/tags/multiple-testing/index.xml" rel="self" type="application/rss+xml"/><item><title>The long-only trend strategy I had written off came back at +52.6% in forward testing</title><link>https://etherpoc.com/en/posts/scan-era-longonly/</link><pubDate>Fri, 24 Jul 2026 00:00:00 +0000</pubDate><guid>https://etherpoc.com/en/posts/scan-era-longonly/</guid><description>&lt;p&gt;&amp;ldquo;Standard technical indicators hold no exploitable edge in FX price data.&amp;rdquo; I wrote that conclusion in my own research log. Then I had to retract it. One approach, long-only trend following (buying only, never shorting), turned out to be genuine, posting +52.6% total in forward testing. The thing hiding it had never been the market. It was my own test design.&lt;/p&gt;</description></item><item><title>38,439 tests to census the whole market, and only two edges were left</title><link>https://etherpoc.com/en/posts/census-38k/</link><pubDate>Tue, 21 Jul 2026 00:00:00 +0000</pubDate><guid>https://etherpoc.com/en/posts/census-38k/</guid><description>&lt;p&gt;&amp;ldquo;Somewhere in the data, there must be a pattern nobody has noticed yet.&amp;rdquo; Every trader entertains that thought at some point. I answered it by brute force: three exhaustive layers of candidates built mechanically from price and volume, 38,439 statistical tests in total. The punchline up front: exactly two real edges exist in this data, and I already knew both of them.&lt;/p&gt;</description></item></channel></rss>