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Verdict: No

Is a one-year backtest worth anything?

+46% → +16%
same rule, 1 year vs 13 years

The best rule of the whole study made +46%/yr with a −17% drawdown and zero assignments on a one-year test. On 13 years of real quotes the same rule made +16%/yr, drew down −67%, was assigned 7 times and sat in shares 45% of the time. The one-year number was the melt-up, not the rule.

Tested on: SOXL, identical rules, real quotes: Aug 2025–Aug 2026 vs Apr 2013–Aug 2025 · Published: 2026-08-30

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