Walk-forward testing
Technical analysisDeveloping rules on one period of data, freezing them, then testing once on data never examined.
In plain terms
The strongest single defence against fooling yourself with a backtest.
Every term is defined twice: once the way a filing would put it, and once the way somebody would explain it to you across a table. The second one is usually the one that sticks.
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Developing rules on one period of data, freezing them, then testing once on data never examined.
The strongest single defence against fooling yourself with a backtest.