WickCheck / Trading school / Walk-forward test
Walk-forward testAdvanced
Optimising on one period, then testing the result on the next unseen period, repeated across history.
What it means
It is the most practical defence against overfitting: settings that only work in the period they were tuned on fall apart in the next window.
How to spot it
- In-sample period, then an out-of-sample period, rolled forward.
Common mistakes
- Re-tuning on the out-of-sample data after seeing it.
Related terms
OverfittingTuning a strategy so closely to past data that it captures noise instead of a re…Forward testTrading the strategy on new data, in real time, usually on demo or small size, a…Out-of-sample dataData your strategy was not built or tuned on, kept aside for an honest check.…
Why most strategies need a human behind the screen
Read the lessonWhat a mechanical test can and cannot tell you about smart money concepts.
Education only, not financial advice. Definitions vary between teachers; these are ours, written for clarity.