man... where do I even start...

WFO ain't some kind of magic bullet

you do realize those numbers are over 9 months period of time, right?

to put it in perspective - January performance shows AR of 64%

yes, I am massively overfitting

that's the whole idea - THE strategy

what you call overfitting - I call strategy development

there are tricks so arcane Mr. Ehler himself would start crying

it's not "just to generate good number on paper" but gradually, over time - filter out good stuff until it starts behaving live

that's all there is - a backtest. somewhat close approximation of what would have happened in past

that is the ONLY weapon you get unless you are into moon phases or insider trading