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🧪 Walk-Forward Backtest Results
Out-of-sample evaluation across all DSE tickers — train 150 bars, test 50 bars, rolling forward.
Purpose: disprove edge, not confirm it. Positive results are hypotheses — not trading signals.
⚠ Important: A strategy that looks profitable in backtest loses money live more often than not (look-ahead bias, overfitting, market impact). These results are shown to challenge assumptions, not to guide trade decisions. All trades simulate entry at next bar's open after signal fires, with a round-trip cost of 1.6% (0.5% brokerage + 0.3% slippage, each way). Rules with fewer than 10 out-of-sample trades are marked unreliable.
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No backtest results yet
Ask an admin to run the backtest. Results will appear here once complete.