@JNakatashi51264@_claudiarea It's like the gold rush, a select few make a fortune finding gold, a majority make their fortune selling the tools and equipment to find gold.
@TomasDolega@SJosephBurns I separate noise with hard thresholds: 150+ trades, 100+ days, profitable, profit factor >1.6, win rate >25%, avg win/loss >1.8x, profit/drawdown >4, profitable days >50%, plus 5,000 Monte Carlo + 5,000 permutation tests. My higher win rate system of course has a lighter sample.
@TomasDolega@SJosephBurns Lots of wisdom in your reply. Beyond regime filters, one useful way to judge whether a run of bad trades or a drawdown is just noise is to compare it against historical outcomes using Monte Carlo simulation.