← All 25 termsQuant methodology
Walk-forward evaluation
QuantA rolling evaluation where the model is retrained on a moving window and tested on the immediately following window. The most honest single-shot backtest.
Full definition
Walk-forward evaluation slides a fixed-width training window forward through time, retraining the model on each window and testing on the next. The concatenated test predictions form the OOS performance series. Walk-forward is the standard method for honest backtesting on time-series data because it preserves the chronological order and avoids the look-ahead bias of k-fold cross-validation. On this site, walk-forward is gate G11 of the G1 to G31 evaluation stack; every published project reports its walk-forward OOS Sharpe with window size and step size disclosed.
Related terms
Each link opens the long-form definition of a closely related term.
See this term in action.
The /methodology page maps every term to the gate or artifact that implements it on this site.