Do you actually trust your backtesting or do you use it more as a confidence building exercise?
I've built strategies that looked extraordinary on historical data and performed completely differently live. Not because the logic was wrong but because backtesting can't replicate the experience of sitting in a drawdown, wondering if this is the moment the edge stops working.
After enough years I use backtesting as a filter not a guarantee. Has anyone found a way to make the leap from backtest to live performance genuinely reliable or is there always an element of faith involved?