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Why Most Backtests LieEveryone loves a beautiful equity curve. Smooth returns. Tiny drawdowns. An impressive Sharpe ratio. Then the strategy goes live. Within a week, the returns disappear. The usual conclusion is: “The market changed.” In my experience, that’s rarely the real reason. More often, the backtest was lying from the beginning. Over the last four years, I’ve built an algorithmic trading platform from scratch—from market data ingestion to an event-driven backtesting engine, a live paper trading frame