The episode identifies critical programming oversights that cause automated trading systems to gradually fail in live markets despite appearing successful in backtests. It emphasizes that performance decay often stems from subtle coding errors, such as relying on incomplete price bars or over-optimizing parameters to fit historical noise. The source also highlights the necessity of accounting for real-world execution factors like slippage, spreads, and shifting market regimes. By maintaining a clear separation between risk and signal logic, developers can prevent unpredictable behavior during strategy updates. Ultimately, the text argues that long-term profitability depends more on eliminating silent technical flaws than on the complexity of the underlying strategy. Maintaining a robust feedback loop is essential for detecting these invisible issues before they deplete a trading account.