https://taurusconsultancy.com/blog/ How trading strategies are tested, and how backtests fail. en Sun, 13 Sep 2026 04:49:52 GMT https://taurusconsultancy.com/blog/why-we-resample-blocks-of-trades/ https://taurusconsultancy.com/blog/why-we-resample-blocks-of-trades/ Monte Carlo on a trade list flatters the tail if you shuffle trades one at a time. Losses cluster. The resampling has to keep the clusters. Sun, 13 Sep 2026 09:00:00 GMT Taurus Research monte-carlo backtesting drawdown robustness