https://etherpoc.com/en/tags/robustness/Recent content in Robustness on FX Backtest DiaryHugoenFri, 24 Jul 2026 00:00:00 +0000https://etherpoc.com/en/posts/robustness-audits/Fri, 24 Jul 2026 00:00:00 +0000https://etherpoc.com/en/posts/robustness-audits/<p>The most frequent verdict I have handed down on my own trading system over the past half year is &ldquo;change nothing.&rdquo; Is the filter symbol right? Shouldn&rsquo;t I add to winning positions? Is the track record just one lucky year? Are the parameter values a fluke? Is it a bug that the system holds a long and a short on the same currency at once? And after I found real bugs in my data pipeline, did the conclusions even survive? Five audits, five different angles of attack, and five times the numbers came back: the current configuration is optimal.</p>