https://ohlcv.io/tags/nonstationarity/Quant trading research and writingHugoen-auFri, 30 Oct 2026 01:03:13 +1100https://ohlcv.io/posts/more-history-may-not-be-more-evidence/Mon, 19 Oct 2026 00:00:00 +1100https://ohlcv.io/posts/more-history-may-not-be-more-evidence/A backtest that runs back to 1926 only helps if what it measures existed for the whole period. We tested which edges lasted through changes in the market and which didn't, using a century of daily US returns, 16 years of ES intraday data, the closing-auction seconds that moved in 2018 and 2019, and the fee that widened ETF spreads in April 2026.