Backtested signals: why historical results are not proof of future quality.
Backtesting claims can hide overfitting, fees, slippage, survivorship bias, excluded periods, and execution assumptions. Educational notes can help read the evidence without treating it as performance proof.
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A model can match history without generalizing to future markets.
Execution costs
Fees, spread, slippage, and latency can change historical-looking outcomes.
No performance proof
MarketPulse does not present backtests as verified trading performance.
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Each page helps readers understand a distinct topic and does not replace independent review. Market pages use real or cached-real quote data only. Content is educational and not investment advice.
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A practical checklist for RSI/MACD signal searches: lagging indicators, timeframes, conflicting signals, false confidence and educational market-note limits.
Email only, then a code. No broker, card, deposit, platform, phone, or password. The browser note appears when real market data is usable; no fake prices are shown.