From Backtest To Real Trading

StatsEdgeTrading

Hey traders—welcome back to Line Your Own Pockets. 🎙️
You’ve finally escaped “Back-Test World”…only to watch your shiny equity curve face-plant the moment real money hits the tape. 😬 Why?

• Missed monsters. Backtests assume every big winner fills. Real markets ghost you. Reconcile every trade—line-by-line—for that first week.

• Slippage & liquidity. Time-and-sales doesn’t lie. If your size can’t clear the spread, tighten the order or widen the test’s slippage until the curve still stands.

• Human latency. Hotkeys help; bots are better. Automation turns frantic clicks into cold stats.

• Signal overload. If the conveyor belt is too fast, prune the position counts or let the code do the heavy lifting.

• Broker “freebies.” Zero-commission fills aren’t free—payment-for-order-flow just buries the cost.

Treat the first month as forward data collection, not a profit hunt. Iterate, adapt, conquer.

Ready-made systems with 25 years of stats are waiting at **www.statsedgetrading.com**—day, swing, or invest, we’ve got the edge. See you in the charts!