Out of sample back testing
#outofsample #tradingstrategy #backtesting #tradingstrategies #trading
Out of sample back testing
An underrated part of trading is out of sample testing.
Out-of-sample backtesting is when you divide your backtest into two parts: in sample vs. out of sample. The in-sample test is where you make the rules, signals, and parameters. The out-of-sample is where you test your rules and signals on unknown data.
Out of sample tests are a necessity, even though it is not (of course) foolproof. The last stage of an out-of-sample test is the incubation period of many months where you trade it live in a demo account.
The whole point of doing backtests is to forecast the future. Doing so, you need to be careful and patient. We believe an out-of-sample test is an important aspect of this procedure before you allocate money to a strategy.
If you want to go into more detail about Out of sample back testing, please have a look at our article on our webpage:
https://www.quantifiedstrategies.com/out-of-sample-trading-tests-explained/
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