The 1000%+ backtest (then your account hit zero)

Size positions at 5x, 10x, 50x standard. A modest system doing 50-100% a year prints 500-1000%+ on paper. Every winner is multiplied — and so is every drawdown, but the backtest conveniently never shows the one that ends the account.

Remove the filters and take every signal on every timeframe. Fifty trades a year becomes a thousand. In calm markets the small winners compound into a hockey stick. In real markets the commissions, slippage and inevitable losing streak grind it back down.

Backtest on one or two years of strong trend — the 2020-2021 crypto bull, the post-2009 equity melt-up — and skip the crashes, the chop, the high-volatility regimes. Combine with tricks 1 and 2 and returns go nuclear.

None of this creates edge — it amplifies the probability of ruin. A 20% strategy drawdown becomes a 100-200% account drawdown at 10x leverage; that's a margin call, not a dip. Regime change is not an if but a when, and when it lands on amplified size the equity curve goes vertical — downward. Sustainable systematic returns look boring by comparison, and boring is what survives. Survive the ruin. Only then compound.