A company releases earnings at 4:05 p.m. Your trading backtest buys its stock at 4:00 p.m., using those earnings to make the decision. The tests pass. The chart looks great. Your model can apparently predict the future. Somewhere in the pipeline, someone joined two datasets on a date column. That five-minute mistake captures what interests me about algorithmic trading as a developer. Before trusting a model, you have to investigate the system that makes its results possible. In my ea...