Topic: Rigor in strategy design
In developing a strategy it would seem to me that we really should be using two sources of data.
1) the broker u will go live with
And once you find a strategy via fsb using your broker data
2) apply that strategy to the fsb demo data which is from a different broker on the same timeframe.
A good and sustainable strategy should both look reasonable albeit somewhat different but both profitable
If u place your strategy on the fsb demo data and it fails it would suggest that the robustness of the strategy is very fragile. I realize the Monte Carlo accounts for slight differences however I would think as added measure people might to consider applying the fsb demo data as a final sanity check.