Don't Be Fooled By Backtest Performance

I've been coming accross of posts on X from accounts showcasing 70%+ returns when backtesting their vibe-coded trading strategies. Don't be misguidaded by those numbers and claims.

Most likely it performs well on historical data, but is random at best with new data.Agents are not that good at developing profitable trading strategies, as they tend to stick 'default' statistical measures like RSI and hope for the best 😄 If it was that easy - everyone would do it, thus erasing any alpha

These vibe-coded models most likely overfitting