The real reason most people who buy "EA products that can earn 月○○万" lose money—the truth uncovered after testing 90 cases with AI and the “statistics trick” I saw

On SNS and sales sites, there are EA products that boast numbers like “monthly return +10% in backtests,” “80% win rate,” and “funds tripled in just three months.” Have you ever seen such figures?

When I started FX, I even seriously thought, “If I buy this, I’ll have a few tens of thousands in monthly side income.”

In short,most commercially sold EA products will collapse in real operation. This doesn’t necessarily mean the sellers are intentionally cheating.

For many EA products,the seller themselves doesn’t realize they’re exaggerating numbers with “statistical tricks”. I built over 90 EAs with AI (Claude) and observed that the same trick lurked in almost all of them.

In this article,① the statistical reasons most EA products collapse, ② the nature of the “foreknowledge bug” trick, ③ concrete check points to spot before buying, ④ how to validate it yourselfwill be explained in order.

Whether you’re unsure about buying an EA product, have already bought and regretted it, or want to build one yourself, this will be helpful.

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Most EA products collapse in real operation

First, let’s look at the reality of EAs with data. In overseas surveys, among commercially sold EA products,only about 10–20% maintain their performance for a year after sale.

In other words,more than 80% collapse in real operation.

Why “monthly return +10% in backtests” becomes “monthly return -2%” in real operation

Why does this happen? There are three main reasons.

• ① Foreknowledge bug── testing with future information used to validate past data
• ② Overfitting── settings that only work for a specific period, instrument, or time slot
• ③ Underestimating costs── undercounting spreads, swaps, and slippage

If even one of these is present, backtest numbers can diverge greatly from real operation.

Foreknowledge bug is especially severe, and when mixed in, the numbers can be inflated by 3–10 times on paper.

However, there are cases where people sell or distribute models without noticing this bug, which is scary.

Often the seller themselves don’t notice

This is important:most foreknowledge bugs go unnoticed by the sellers themselves.

Not because they are trying to deceive, but because they don’t notice the bug during coding. I, too, embedded this bug in over 90 EAs without realizing it.

In other words, if both buyers and sellers don’t know about this trap and how to detect it,you may end up paying a high price for an “EA with dazzling backtest numbers” that dissolves in real operation.

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“Foreknowledge bug” — the true nature of the statistical trick in 3 minutes

“Foreknowledge bug” — the name is abstract and hard to grasp, so I’ll explain with a simple example.

For example, something like this

We create an AI weather predictor for tomorrow. This AI reports an accuracy of95% using five years of past data.

Excellent performance. But when deployed in production, its accuracy suddenly drops to 50%. Why?

The reason is that, during training, the AIreferenced tomorrow’s pressure configuration data to predict tomorrow’s weather.

If you use “tomorrow’s data” to predict tomorrow, of course the accuracy appears high.

The same thing happens in EAs

In EAs, the exact same thing occurs. For example, suppose you build an EA that enters on M5 when the H1 trend is upward.

Here, you mightjudge the “H1 trend” using data from bars that have not yet closed, which is foreknowledge bug.

In backtesting, you have information on how the current H1 bar will end (because it’s historical data).

But in real operation, “the current H1 bar is still moving,” so you cannot use that information.

That one-bar difference can turn a monthly return of +5.20% into -0.06%── this is a real example I personally encountered.

Why foreknowledge bug is especially dangerous

Foreknowledge bug is a trap that combines“the creator doesn’t notice it, backtests show clean numbers, but real operation collapses”.

Moreover, even fixing it is hard because pinpointing where the bug entered is difficult and wastes time.

Most EA productscannot be detected by either seller or buyer, and collapse in real operation is common.

It’s not necessarily “malicious fraud”; it’s often due to underdeveloped validation. Well, there are some who are malicious, too...

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From here, I’ll coverexamples of how foreknowledge bug inflates numbers, five check points to spot before buying, three steps to validate yourself, and a concrete example from my 90 EAs. This content is useful for anyone considering buying EA products or who has already bought them.

If you’re curious, please read on.

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