Out-of-Sample Testing
Evaluating a strategy on data it was not developed or tuned on — the later portion of history held back, a different asset, or live paper trading. Out-of-sample performance is the closest a backtest gets to honesty about the future; in-sample results are always the strategy's best case.
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Related terms
OverfittingTuning a strategy until it fits the historical data's noise rather tha…Walk-Forward AnalysisRepeatedly optimizing a strategy on one window of history and testing …
Backtests are hypothetical, computed by DeployQuant's engine on minute-resolution consolidated US market data (2021-01-04 to 2026-07-17, $10,000 starting capital, no margin, fees and slippage not modeled) and do not guarantee future results. Nothing on this page is investment advice. Live trading involves risk of loss.