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Walk-Forward Validator
Rolling or expanding IS/OOS windows from a returns CSV. Per-window Sharpe, walk-forward efficiency ratio, concatenated OOS equity curve. Free, client-side.
- Inputs
- Paste + configure
- Runtime
- 1–15 s
- Privacy
- Client-side · no upload
- API key
- Not required
- Methodology
- Open →
1 · Load a returns CSV
Long format: date,returns. Simple daily returns. Walk-forward is meaningful only with enough observations — aim for 2+ years (~500+ rows). Entirely client-side.
See methodology for the formal definition of walk-forward efficiency, window sliding, and purged K-fold considerations. Combine this with Backtest Overfitting Score for the PBO / DSR angle.
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