← Glossary
Walk-forward testing
Walk-forward testing splits history into sequential windows: tune on one window, test on the following one out-of-sample, then roll both windows forward and repeat. It produces a series of genuinely out-of-sample results rather than one, giving a more honest read on whether a rule set holds up across different market conditions instead of just the one period it happened to be tuned on.
See also
This explains what walk-forward testing measures. It isn't investment advice — see the disclaimer.