Validation method

Purging and Embargo

Not used by the T6 letter

The T6 letter does not use purging or embargo.

What the T6 letter is

T6 is in-sample calendar-quarter stability. Calendar quarters are a separate book. That letter does not use purging, and it does not use an embargo.

How to read T6

Read T6 as in-sample calendar-quarter stability after the specification is locked. Robust Walk-Forward is a different check: it rolls the exit check. T6 is not walk-forward.

What this page does not set

Purging and embargo do not decide the star. A shown strategy is 0 stars, 1 star, 2 stars, or 3 stars. A Candidate Strategy is not Alpha.

Limits

• The T6 letter does not use purging or embargo.
• Alphavo does not describe validation as a wall between two samples.