Why Your Trading Algorithm Fails — And How to Fix It

Overfitting is the obvious one — too many parameters tuned on too little data. Walk-forward validation is the minimum bar.

Look-ahead bias is sneakier. Make sure your features at time t use only information available at time t. Anything else is fantasy.

Slippage and commissions: if your backtest assumes fills at the close, you don't have a strategy, you have a chart. Model realistic execution.