VALIDATE / TIME WINDOWS

Not one favourable period. A repeatable research process.

Walk-forward carries fixed logic across sequential windows, while WFO repeats selection inside each training window and evaluates the full process.

EVIDENCE / VERDICTRESILIENT
UNSEEN
HOLDOUTPASSDSR0.93PBO18%
SYSTEM DOMAIN03 / VALIDATE

Challenge the candidate before risk

  1. DISCOVER
  2. OPTIMIZE
  3. VALIDATE
  4. RUN
  5. OBSERVE
01

Sequence

Each window uses only information available at that point in time.

02

Walk-forward

Evaluates a fixed version across changing periods.

03

WFO

Repeats optimization inside each training window and evaluates the following segment.

04

Drift

The system exposes decay in quality, trade frequency and parameters instead of averaging it away.

DECISION FRAMEWORK

Which independent test could still reject the candidate?

Treat holdout, time stability, multiple-testing correction and stress paths as separate evidence. Agreement matters more than one green metric.

01

Protect unseen data

02

Record every trial

03

Accept FAIL and insufficient data

OUTPUT

Validation verdict

Important

Historical, statistical and model results do not promise future returns. kquant provides computational tools and technical execution, but does not assess whether a specific trade is suitable for a user.