Every window re-fits parameters on the in-sample slice and trades them blindly on the next 90 days of unseen data. If out-of-sample Sharpe collapses, the strategy is curve-fit.
Progresscomplete · 14m 02s
9 of 9 windowsIS 180d · OOS 90d · step 90d
Sharpe per window · In-sample vs Out-of-sample
2.84
mean OOS Sharpe
0.88×
OOS / IS ratio
In-sampleOut-of-sampleOOS target ≥ 1.5
W7 OOS Sharpe 1.4 below target — coincides with Aug 23 drawdown eventoverall pass · 8/9 windows ≥ 1.5
Per-window detail
Each window: 180d in-sample fit + 90d out-of-sample test on unseen data.