overfitting

Blocked dates are hindsight

Leaving out the 'event days' after you have seen which days hurt makes any backtest look safer. A fair blocklist uses only dates that were announced in advance, and even then it can get lucky.

• Options
• Swing
• Option selling
• Non-directional
• hindsight
• event days
• overfitting
• Strangle

10 Nov 2026 · 4 min read