What is Walk-Forward Analysis?
Walk-forward analysis tests a strategy by repeatedly tuning it on one window of data, then checking it on the next window it has not seen, and rolling that process forward through history. It mimics how you would actually use a strategy over time: build, test on new data, adjust, repeat. The goal is to see whether an edge survives across many periods rather than one lucky stretch.
Why Walk-Forward Analysis matters
It exposes strategies that only work in the exact window they were tuned on.
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