Walk-forward analysis checklist I actually use before trusting an EA

@risk_firstjoined May 23, 2025Aug 8, 2026en413 views1 reply

Publishing the walk-forward checklist I refuse to skip:

IS/OOS window lengths written down before seeing results
Anchored vs rolling chosen on purpose
Parameter stability across windows (not one magic island)
Costs: spread + commission + slippage assumption
Reject if OOS equity needs a miracle story

Tools: MT5 tester, Python, or desktop stacks like QuantMogul. What would you add or delete?
Related glossary: walk-forward, overfitting, modelling quality.

Walk-forward analysis checklist I actually use before trusting an EA

1 Reply