A short run of wins tells you almost nothing about whether a strategy has an edge. This article explains statistical significance in trading — why sample size determines how much you can trust a result, how randomness mimics skill over small samples, and how darwintIQ’s rolling evaluation builds confidence over time.
A pullback trading strategy aims to enter an existing trend during a temporary counter-move, getting a better price than chasing the breakout. This article explains how pullback continuation works, the central difficulty of telling a pause from a reversal, and how darwintIQ treats it as one entry logic among many.