Explains short setup details, answers question about backtesting sample size requirements.

We'll just leave this on just to show it, but I'm not like super horny for this short for obvious reasons. But that is the short setup. You are correct. Right. There's your breaker. There's your sweep. Blah blah blah. But like, I'm not in this. I'm not interested in taking this. Maine, how many trades in a back testing sample size would you take to consider forward testing a new model strategy? Um, listen, if you're back testing, you should be able to get a thousand trades, right? Because you can back test super quickly over a ton of trades, like a ton of different charts like very quickly. So, I wouldn't just back test one year, right? Especially if it's a crypto strategy, right? We've had bull and bare markets, right? Up and down periods. So, at the very least, I would want a significant amount of trades over a hundred. The more the marrier, but I would also want to test it in various regimes in a downtrend, sideways, uptrend, sideways, uptrend, downtrend to make sure that it's working, uh, you know, in various different market conditions because you might back test it for the last, you know, year and you say, "Oh my god, this thing crushes." But now the market's in an uptrend and it doesn't work anymore, right? So that would be my suggestion. I don't think there's a set number, but the more the better.