Validation method

CPCV

Not a factory gate

This engine does not use CPCV as a factory gate.

What this page is for

CPCV is a cross-validation design used in other research. This engine does not use CPCV as a factory gate. CPCV is not how Alphavo validates a Candidate Strategy.

How Alphavo validates

In-Sample Testing chooses parameters and scores them on the research sample. Out-of-Sample Testing reads signal edge and attribution on an expanding window. Robust Walk-Forward rolls the exit check. T6 is in-sample calendar-quarter stability, and calendar quarters are a separate book. Stress raises slippage and funding, then looks at cash. The sandbox replays the account on historical prices.

How to read the star

A shown strategy is 0 stars, 1 star, 2 stars, or 3 stars. CPCV does not set that star. A Candidate Strategy is not Alpha.

Limits

• This engine does not use CPCV as a factory gate.
• CPCV is not the method Alphavo uses to validate.