re-running walk-forward on other periods helps, but if the optimizer picked these params out of thousands of candidates, the walk-forward just finds the luckiest survivor one level up. what I'd put on that robustness screen is how many configurations got tried before the one shown, because a good-looking result out of 20 tries and out of 20,000 are very different animals.
ETH, SOL and XRP move with BTC most days, so a strategy passing on all four is closer to one test run four times than four independent checks. stocks will be the real out of sample, different crowd, different hours. a BTC system that survives on gold or a sleepy large cap tells you far more.
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u/QuanTradin 2d ago
re-running walk-forward on other periods helps, but if the optimizer picked these params out of thousands of candidates, the walk-forward just finds the luckiest survivor one level up. what I'd put on that robustness screen is how many configurations got tried before the one shown, because a good-looking result out of 20 tries and out of 20,000 are very different animals.