Optimization
Parameter optimization and walk-forward analysis -- finding robust settings without overfitting.
Parameter Optimization
What parameter optimization is, why traders need it, a brief history from manual tweaking to modern grid search, and the fundamental tension between finding good settings and overfitting.
Grid Search & Overfitting
How grid search works mechanically, the combinatorial explosion, random sampling for large parameter spaces, data mining bias, degrees of freedom, and why the best result is often not the best choice.
Reading Optimization Results
How to interpret every component of the optimization results page -- summary cards, robustness score, overfitting probability, radar comparisons, heatmaps, return distribution, parameter sensitivity, correlations, and the parameter grid.
Walk-Forward Analysis
The most rigorous validation method for trading strategies -- rolling vs anchored windows, IS/OOS ratios, and how it produces multiple out-of-sample tests instead of one.
Walk-Forward Efficiency
The primary metric for judging walk-forward results -- the WFE formula, the 50% threshold convention, what matters more than the number, and the seven qualitative tiers.
Reading Walk-Forward Results
How to interpret every component of the walk-forward results page -- WFE score, summary cards, IS vs OOS chart, equity curve, parameter stability, and recommended parameters.
Parameter Stability
How to read the parameter trajectory chart and stability table -- CV explained, stability tiers, what stable and unstable parameters mean, and which values to use going forward.