A feed is a promise about the past. It hides delistings, revisions, and the fact that the instrument you backtested may not have been tradable on the day it is priced.
About 1 min of reading
Stamp a run with a feed version
Name the feed version
Before you run it, say out loud what it will print. Then open the answer.
Stamp the run with it
Before you run it, say out loud what it will print. Then open the answer.
Prove two versions are not comparable
Before you run it, say out loud what it will print. Then open the answer.
A fetched feed changes under you. A stored feed is the thing you can point at when a result is questioned.
It is storage, not thinking. Getting the data right is the part that is cheap, and it is the part most people skip.
A feed that only carries what still exists carries the winners. The strategy is trained on a filtered world.
A number that was revised was wrong when it was read. A backtest that reads the revised value read the future.
The version names what was known when. Two runs on different versions are not comparable, and that is the point of stamping.