Historical data quality matters because a backtest is only as good as the inputs. Missing ticks, adjusted prices, wrong timestamps, and survivorship bias can all create misleading results. Before trusting any strategy test, I would check the source, cleaning process, and whether the same logic still works on unseen data.

Volume and range expansion are the two details I am watching. If the breakout happens on weak movement, I would rather wait for a second confirmation.

I am watching the same zone, but only after liquidity is taken.