After 2 years of trading this strategy, walk-forward testing changed my mind.
u/InYumen6 ·
Reddit — r/algotrading
· July 16, 2026 at 08:49
· ⬆ 20 pts
· 💬 14 comments
| View on Reddit ↗
AI Summary
Summary
The author ran a walk-forward analysis on a live strategy traded since 2023, revealing it fails to generalize out-of-sample.
After strong performance, the strategy stagnated in 2026 with a drawdown; the analysis confirms it’s not just a rough patch.
The post is a personal reflection on strategy failure, not a research-driven thesis; quality is low for actionable insights.
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Comments14
Upvote %86%
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I've been trading this strategy live since 2023. It had some very strong periods, but this year it's been mostly stagnation with a noticeable drawdown period and little to no profit.
I finally decided to run a proper walk-forward analysis using the exact same strategy and parameter set I'd been trading. The results weren't encouraging at all because the strategy failed to generalize across the out-of-sample periods.
It's a bit frustrating after spending so much time refining it, but I'd rather find out now than keep convincing myself it's just going through a rough patch.
Looks like it's back to the drawing board. I'll attach a few screenshots of the results.