Re-run and quantify all backtest results affected by missing required data
Re-run the backtest and research-harness results produced while the live system’s required-data list exceeded the replay’s requested-data list, and determine the size and direction of the resulting errors.
References
Their size and direction of error are unknown, because none has been re-run yet.
— Where Backtests and Live Trading Part Ways: Six Defects from One Intraday System
(2610.21846 - Vidovich et al., 15 Oct 2026) in Section 2.5, Defect 5; Section 5, Limitations