> How is it possible to generate seven years of convincing sample data from historical trading data without overfitting your models? Simple -- create a large s

> How is it possible to generate seven years of convincing sample data from historical trading data without overfitting your models? Simple -- create a large set of models, each using different selected parameters, run them against the market, and pick the outcomes that make the scheme look good. It's called "data mining." A famous "psychic," who shall go nameless, made a career of appearing with a sealed, dated, registered letter, opening it, and proving that she had correctly predicted the outcome of an election / horse race / other event in advance. She was always right, and the registered letters were real and were mailed before the event to be predicted. How did she do it? She mailed herself more than one registered letter for each event. People are sooo ... credulous.