https://en.wikipedia.org/wiki/Walk_forward_optimization
i've park quite a bit of money in fidelity life options portfolio
they back tested it for around 1/2 century!
managed by nikko australia. they put your money in the bank and hedge it by shorting long term debit futures and going long on short term debit or vice versa!
most other quants that we invest in, also back test there models!
aspect
kajani
man ahl
tulip trend
winton
Walk Forward Optimisation, page-3
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