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Research method

Walk-forward testing

Fitting on one window and testing on the next, repeatedly, so every tested period is out of sample.

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Kernwell research

Involving Walk-forward testing

Systems & Engineering5 min
How to automate a trading strategy backtest
A backtest is a measurement of a rule under stated assumptions. Automating it means automating the assumptions — data hygiene, costs, look-ahead, and held-out data — so that every run can be reproduced and every result decomposed.
Kernwell Research Desk · 2026-09-17