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A backtest is one path. Robustness is what remains when the path changes.

AntiOverfit Research Archive documents MT5 Expert Advisor behavior beyond the sales-page backtest.

Most Expert Advisors are sold through a backtest. The problem is that a backtest only shows one historical path. It can be beautiful, detailed and technically correct — and still fail to answer the most important question: was the EA robust, or did it simply fit that one path?

What this archive is

This archive collects AntiOverfit methodology notes, public robustness records, field notes and practical testing formats for traders, developers and reviewers who want to evaluate MT5 Expert Advisors beyond a single historical curve.

What AntiOverfit studies

AntiOverfit compares the original MT5 backtest against synthetic market paths generated from the same historical domain. The goal is not to predict profits, accuse sellers or guarantee future performance. The goal is narrower: observe whether the EA still behaves reasonably when the market path changes.

Who this is for

  • EA buyers who do not want to trust only a sales-page curve.
  • EA developers who want stronger evidence than a backtest screenshot.
  • EA reviewers who want to go beyond normal product reviews.
  • Quantitative traders who care about robustness, scope and path dependency.

The backtest is the pitch. AntiOverfit is the check.

If you already understand the problem, the next step is simple: test the EA before trusting it.