Walk-Forward Backtest
Multi-year XAUUSD history. Thresholds are tuned on earlier data only, then judged on later data they never saw — the honest way to measure a strategy.
Road to live trading
pending
1. Training data
First 60% of history — model and calibration fitted here
pending
2. Validation data
Next 20% — score threshold chosen here, never on later data
pending
3. Walk-forward test
Re-fit on the past, trade the next block, repeat. Pass = ≥300 trades, positive expectancy, profit factor ≥1.2
pending
4. Unseen test period
Final 20%, used once. Same pass mark as walk-forward
locked
5. Demo trading
Only after stages 3 and 4 pass on the same timeframe. Track at least 100 demo trades in the trade log
locked
6. Small live deployment
Only after demo results match the backtest. Start at 0.25% risk