I'd familiarize myself with overfitting (https://www.investopedia.com/terms/o/overfitting.asp https://www.investopedia.com/terms/o/overfitting.asp). That's opti

I'd familiarize myself with overfitting (https://www.investopedia.com/terms/o/overfitting.asp https://www.investopedia.com/terms/o/overfitting.asp). That's optimizing your portfolio to historical data so much so that it is no longer generalizable to the future.