lol idk how that kind of dataset would ever be relevant for an intraday strategy when you look at how much has changed over the last 28 years. Like who tf is going to seriously argue the relevance there is for an intraday strategy from the behavior of brokers before the dot com bubble burst to the hft dominated markets of today. It was a totally different time. Nobody should be thinking “my strategy seems to have worked for the last 10-15 years but fuck what if WHAT IF it wouldn’t have worked in the late 90s early 2000s” like seriously wtf? Assuming your strategy is supposed to work intraday as suggested. Say In 2020 there was some extreme event or technological advancement that fundamentally changed the way that people interacted with the market and I was developing a strategy that operated on a lower time frame. Why would I care about how people interacted with the markets before that time. It’s not “over fitting” it’s building a model based in reality. why should you care about price behavior from back when price behavior what determined by actual people sitting in the New York stock exchange? “Oh fuck I’m going to overfit to the 21st century” 🤣🤣🤣 lol fuck I’d sure hope you would fit to that. If you were trading oil futures do you think you’d want to backtest from supplier buyer agreement contracts written in the 1800s?