What amount of historical data is "enough" to accurately assess a trading strategy’s performance, including its Sharpe Ratio, strengths and weaknesses?
Can you do an article on trade journaling? Would love to hear your thoughts on if journaling is worth the time. And what’s important to include in a journal.
What amount of historical data is "enough" to accurately assess a trading strategy’s performance, including its Sharpe Ratio, strengths and weaknesses?
Rough ballpark guide:
< 50 trades → noise.
50–150 trades → solid gut check. You’ll see if something is clearly off.
150–300 trades → reliable early stats. Good for first sizing tweaks.
300+ trades → robust read. Sharpe, drawdowns, and edge estimates you can trust.
So insightful, thank you so much.
Fab article and write up.
✌️Thanks
Hi Ryan,
Can you do an article on trade journaling? Would love to hear your thoughts on if journaling is worth the time. And what’s important to include in a journal.
Thanks