Decoded Intelligence Signal
Walk-Forward Validation
advanced
strategy
Verified: May 27, 2026Lexicon Core Definition
A backtesting discipline that tests strategy performance on out-of-sample data (data never used during strategy development) to assess generalisation; in-sample and out-of-sample results within 20% indicate the strategy likely generalises; sharp divergence indicates overfitting.
Analysis Breakdown
A backtesting discipline that tests strategy performance on out-of-sample data (data never used during strategy development) to assess generalisation; in-sample and out-of-sample results within 20% indicate the strategy likely generalises; sharp divergence indicates overfitting. Full explanation coming soon when Journey 21 content is ingested.