https://wid-blog.github.io/en/tags/backtest/Recent content in Backtest on wid's blogHugoenThu, 14 May 2026 00:00:00 +0000https://wid-blog.github.io/en/posts/daily/investment/walk-forward-validation/Thu, 14 May 2026 00:00:00 +0000https://wid-blog.github.io/en/posts/daily/investment/walk-forward-validation/The structure of walk-forward analysis, the metrics it produces (IS-OOS gap, parameter stability), a momentum-lookback tuning case, and the limits that keep it from being a universal validator.https://wid-blog.github.io/en/posts/daily/investment/backtest-pitfalls-case-study/Tue, 12 May 2026 00:00:00 +0000https://wid-blog.github.io/en/posts/daily/investment/backtest-pitfalls-case-study/Concrete cases of look-ahead bias and survivorship bias — full-period momentum normalization, financial disclosure lag, close-on-close fills, S&P 500 reconstitution, the limits of free APIs — followed by an avoidance checklist.https://wid-blog.github.io/en/posts/daily/investment/backtest-metrics/Fri, 01 Aug 2025 00:00:00 +0000https://wid-blog.github.io/en/posts/daily/investment/backtest-metrics/Covers the formulas and interpretation of CAGR, MDD, Sharpe Ratio, and other backtest metrics, plus five common backtesting pitfalls.