Walk-forward testing: do you bother?
Walk-forward testing re-optimises a strategy on a rolling window and tests on the next period, simulating how it would have performed as conditions changed. It's the gold standard and almost nobody does it.
Do you?
- your walk-forward workflow, if any
- what it revealed about your setups
- why most traders skip it, in your view
The expectancy guide covers why static backtests mislead.
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