Backtesting theoryWalk-Forward and Out-of-Sample Testing: Where a Strategy Loses Stability
How to design sequential OOS tests, avoid future leakage and find the window where a strategy stops behaving consistently.
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Backtesting theoryHow to design sequential OOS tests, avoid future leakage and find the window where a strategy stops behaving consistently.
Backtesting theoryA stop above the liquidation price does not always close the position in time. Price feeds, order execution, and OHLC limitations can all change the result.