u/Dismal_Amphibian_143

Hot take: a momentum bot without a regime filter is just a coin flip with extra steps. The strategy that prints in trending conditions actively destroys capital in choppy ones. Most traders optimize parameters endlessly and never ask whether the bot should be trading at all. Regime detection - even something as simple as ADX thresholding - should be baked in before any other optimization happens. Are you building regime awareness into your cBots, or just letting them run blind?

Been backtesting a mean-reversion system for EUR/USD and the in-sample results look solid, but every time I test it on fresh data the edge basically disappears. I know overfitting is the obvious answer but I'm not sure where my process is breaking down. Are walk-forward tests enough, or am I missing something in how I'm splitting the data?