Testing on prices the strategy never saw
Split time into training, checking and test windows without leaking future information.
Module 15 of 26, Testing an idea honestly before you use it. Lesson 1 of 8, about 18 minutes.
The takeaway
A holdout is a one-time check, not another round of tuning.
This page is a public summary. The full lesson has the worked examples, an interactive exercise and a short quiz, and sits in the course. Lessons 1 and 2 of Module 1 are free and the rest need a pass.
Open this lesson in the course
General information only. It doesn't consider your objectives, finances or needs. Tickfloor holds no financial services licence and never places trades.