Unless you know exactly why paper trading sims are so hard to backrest in practice, it’s silly to make arguments on why your paper trading sim works.

It’s insanely easy to make a trading algo profitable on historical data.

Overfitting on historical data is a real risk and defo a concern (there's been lots of learnings lately). The backtest wasn't naive. Fundamentals used filing dates not period-end dates to avoid look-ahead + scoring was validated out-of-sample using walk-forward testing rather than just optimised in-sample (GA used 5 temporal folds and walk-forward used 25 rolling out-of-sample windows).