I had to look up what the word "shilling" means because I'm not familiar with the word when used in this way. I'm still at a loss, but reading in-between the lines, I'm thinking you're saying that these results are overstated because they are backtested. Furthermore, I should not refer to them as strategy unless they've been used in real time? Do I have this right?

If so, it is a fair question. I do some work for a fund that had the same question -- more or less.

At the time, I didn't really have a good answer, but recently I had my own experience with this issue. I talk about being impaled by my own unicorn here:

https://automatedtradingstrategies.substack.com/p/i-found-the-holy-grail-of-automated

I struggled with whether or not to share the experience, but felt it would be disingenuous not to.

Ultimately, it showed that backtest strategies with tight constraints are flawed. The secret is to only use strategies that are highly profitable under loose constraints. I provide an explanation within the article referenced above. I also provide a link to NinjaTrader's response to the issue.

I hope that helps.