Validation method

Robust Walk-Forward

The exit check, rolled

Robust Walk-Forward rolls the exit check. Calendar quarters are a separate book.

What this check looks at

Robust Walk-Forward rolls the exit check. The question is the exit, carried forward as its own check. Calendar quarters are not folded into that roll. They are a separate book.

Why the books stay separate

The exit check and the calendar-quarter book answer different questions. T6 is in-sample calendar-quarter stability. T6 is not walk-forward. Reading T6 as a rolled exit check would mix the two books.

How Alphavo runs it

Robust Walk-Forward rolls the exit check. T6 then reads in-sample calendar-quarter stability on its own book, after the specification is locked. A Candidate Strategy is still a candidate. A candidate is not Alpha.

How to read the result

Read the rolled exit check on the walk-forward book. Read each calendar quarter on the T6 book. When a strategy is shown, the star is 0 stars, 1 star, 2 stars, or 3 stars.

Limits

• T6 is in-sample calendar-quarter stability, and it is not walk-forward.
• Calendar quarters stay a separate book from the rolled exit check.