Walking back testing strategy

Summary

• The post is a question about quantitative strategy development methodology, specifically why a "walking" (walk-forward) backtesting approach is considered superior to standard train/test splits.
• The author (u/paddockson) is seeking clarification on best practices for validating trading algorithms to avoid overfitting.
• Quality assessment: This is a basic technical question about quant research hygiene. It is not research, speculation, or trade-related DD. It is a methodological query with zero market analysis.