Here's a chance to share an amusing and illustrative anecdote.

I was working on optimizing "Goodbot",  a program that plays Tantrix,
and because of the nature of the game, the only way to really qualify
an improvement is to run many test games against a standard opponent.

At one point, I was making nightly "test runs" of a few hundred games,
with slightly tweaked parameters and underlying tweaks to the algorithms,
always seeking to improve over the reference standard.   At one point,
I discovered that due to some temporary code accidentally left in
place, I had actually been running exactly the same code for about
a month, and all perceived movement in "better" or "worse" directions
was only due to random fluctuations.

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