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anchored vs rolling walk forward

  #1 (permalink)

San Diego, USA
 
Trading Experience: Intermediate
Platform: MC
Favorite Futures: All
 
Posts: 48 since Aug 2016
Thanks: 7 given, 14 received

anchored vs rolling walk forward

Hello all,

If a model works better in anchored WF rather than on rolling WF - meaning that in rolling WF it generates also profits but drawdowns are worse - what does it tell us about the model? is it bad and we should reject it outright or not?

Thank you

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