I appreciate that 'tone' sir, so no problem! I find the different approaches on this forum and financial-hacker refreshing to read.

Yes, there's nothing magical about my approach in general, but why would you not out-of-sample test your strategy first on recent historical data, and once it behaves stable, test it on a demo account? By skipping the first part, the uncertainty is even higher and so will be your failure rate, so you're wasting more time in your development process.

As for ML, I'm well aware of the bias-variance tradeoff. I apply techniques like cross-validation and regularisation to control this issue as much as possible, but granted, it's tough, esp with financial market data.