A trader can spend years improving a strategy… and still make it worse by adding one thing. More rules. A new filter for every losing trade. Another indicator. Another confirmation. Another condition. Another exception. Eventually, the strategy becomes so complicated that the trader no longer knows which part is actually producing the edge. This is a problem far beyond trading. In statistics, adding enough variables can make a model fit historical data extremely well while making its performance worse on new data. That’s overfitting. Trading systems can suffer from the same problem. A rule that explains yesterday perfectly may have nothing to do with tomorrow. The dangerous part is that complexity can feel like sophistication. More conditions can make a strategy look more intelligent. But every additional rule is another assumption about how the market is supposed to behave. And markets have a habit of changing. The goal of a trading system isn’t to explain the past perfectly. It’s to remain useful when the past stops repeating.