Day-and-Time Backtest Filters: What’s Genuinely Useful and What’s Misleading
A new “day and time” backtest filter is being promoted as an anti-backtesting breakthrough. The core idea is genuine — your trading hours really do constrain which leagues you can bet. But the headline demo, where a strike rate leaps from the mid-40s to the mid-90s, recreates the exact bias it claims to cure. What’s true, what’s misleading, and how to use the idea honestly.