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irldexter 2 hours ago

Overfitting on historical data is a real risk and defo a concern (there's been lots of learnings lately). The backtest wasn't naive. Fundamentals used filing dates not period-end dates to avoid look-ahead + scoring was validated out-of-sample using walk-forward testing rather than just optimised in-sample (GA used 5 temporal folds and walk-forward used 25 rolling out-of-sample windows).