"Which robustness tests are best?"

Here's a question from Luca L. ( name used with permission, lightly edited for clarity ): Luca L. Over your 30-year experience, what robustness test(s) have you found to be most useful for evaluating trading strategies? Dave: There's always another robustness test you can run. t-tests, Monte Carlo, walk forward, walk forward with more folds, etc. And there's always a stats nerd that will explain…