
Walk-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.
Backtesting theory
How to design sequential OOS tests, avoid future leakage and find the window where a strategy stops behaving consistently.
Backtesting theory
A 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.
Backtesting theory