Rolling Validation vs. Cross-Validation: What Do They Actually Mean?
Cross-validation changes the exam. Rolling validation also keeps time moving forward. Here’s how to tell whether a backtest learned a real pattern or memorized history.
EdgePilot Team
滚动验证、交叉验证到底是什么？普通人也能看懂吗？
交叉验证是在换考卷，滚动验证是在让时间往前走。看懂数据怎么切，就能发现回测有没有偷看答案。
Can Quant Trading Turn a Small Edge Into a Big One Just by Trading More?
More trades can build a small quantitative edge—or grind an account down faster. The difference is what each trade leaves after costs.
量化真能靠“多做几次”把小优势滚大吗？
做得多不一定赚得多。每笔本来就在亏，次数越多，裤衩子没得越快。用一个 52% 胜率的例子把这笔账算明白。
Same Trend, Different Result: Why Quant May Profit While Retail Loses
The same buy-after-a-rise trade can end very differently. The difference is not the quant label—it is rules, sizing, costs, and execution.
一样是追涨杀跌，为什么量化可能赚钱，散户却容易亏？
同样是涨了买、跌了卖，结果为什么能差这么远？答案不在“量化”两个字，而在规则、仓位、成本和执行。
Your Backtest Made 20%. What Is Left After Real Slippage?
In this worked example, a 20% backtest return falls to 10% with 0.05% adverse slippage per side—and reaches zero at 0.10%.