u/LeadershipWeary8425

I’m trying to understand how people move from a statistically promising signal (backtests, out-of-sample) to actually allocating capital.

Beyond basic performance, what convinces you a signal is “real” and not just noise or overfitting?

Do you rely more on:

- specific metrics (Sharpe, drawdown, consistency)?

- robustness across regimes?

- or economic intuition behind the signal?

Curious how this decision is made in practice.

reddit.com
u/LeadershipWeary8425 — 10 days ago