A few months ago I thought I was finally ready to move past discretionary trading and start building something systematic. I had this idea that I’d just plug in a couple of moving averages, run some backtests, and voilà – a working quant strategy. But when I actually started, I realized I didn’t even know how to properly structure the rules, let alone measure if the results were reliable or just luck. My first attempts looked great on historical data, but when I tried them live they completely fell apart.