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Crypto · Building a crypto strategy · lesson 7 of 9 · 6 min read · David Alexander

Sample honesty, when the history is three experiments

the real sample size

Crypto's honest sample is not its trade count but its regime count - three or four independent periods, whatever the thousands of trades. The equity pseudo-abundance lesson at its extreme: 24/7 data floods the trade count while the regime count, the number that matters, stays tiny - so confidence is structurally low, provisional for years, and every impressive trade count is a handful of experiments in disguise.

This lesson is part of the advanced modules.

Modules 6 to 8 are included with a paid account. The definitional summary above is the whole of this page until then.