Algorithmic Trading: Debug Your Backtest Before Upgrading Your Model

A company releases earnings at 4:05 p.m. Your trading backtest buys its stock at 4:00 p.m., using those earnings to make the decision. The tests pass. The chart looks great. Your model can apparently predict the future. Somewhere in the pipeline, someone joined two datasets on a date column. That five-minute mistake captures what interests me...