Jan insists on TDS tick data

- Jan (@algojan) argued trading systems must validate on full TDS tick data and then survive live spreads, slippage, and execution before scaling. - He warned that backtests ignoring lookahead bias, missing Monte Carlo regime filtering, or lacking realistic slippage will overfit and blow up in stress events. - The community recommends walk‑forward testing, Monte Carlo sims, and live paper trading to avoid those pitfalls. (x.com 1) (x.com 2)