Comment by SukadarBukadar

No, I claim that I can't check it without making another, more difficult guess. If my guess is a trading rule, to check it I need to (independently?) model the whole distribution of the multivariate stochastic process that produces it, which is more complex. My question was: how can I claim that my Monte Carlo check is reliable if I need to _guess_ how to check instead of _knowing_ how to check?