Can strategy testing be used to determine the best time to enter the market?

[Joanna Holleman]

I’ve been trying to figure out the best time to enter trades, but it’s not as simple as I thought. I tested a few strategies on historical data, and sometimes they showed great results, but when I used them in real-time, the market behaved completely differently.

For example, I backtested a breakout strategy that looked really profitable, but when I used it live, I kept entering too late, right after the market had already moved. It made me wonder—can strategy testing really help pinpoint the best entry points, or is it more about understanding general patterns rather than exact timing? What do you guys think?

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