Mistake #1. You Added Complexity Because Simple Felt Like Giving Up

You had a working strategy.

Clean signals, clear rules, low parameter count.

Then you started “improving” it. A trend filter here. A volume confirmation there. A volatility regime switch.

Now it has eleven parameters and none of them interact the way you think they do out-of-sample.

Think of it like a combination lock. One dial is easy to crack. Ten dials looks secure, but now ten things need to land exactly right before anything opens. Every parameter you add works the same way.

tested on 25 years of data beat complex strategies that look better in a single backtest. Every extra condition is another thing that has to be true simultaneously. More things means more ways to fail when the market does something new.