#backtesting

If a model has seen the data it's being tested on, the result is not a test.

Out-of-sample testing separates a real trading edge from one that only memorised the past. Here's how it works and why it's the minimum bar for validation.

5/13/2026

Backtests show the past. Walk-forward testing reveals resilience.

Backtests show what worked. Walk-forward testing shows what's still working. See the key difference, where backtests quietly fail, and why most retail strategies break without walk-forward validation.

3/23/2026

And What They Actually Tell You

Backtests can be misleading. Learn why trading strategies often fail despite strong backtest results — and how to evaluate models more realistically.

3/18/2026