Anchored Walk-Forward Research

Back to Portfolio ES

Walk-Forward setup

Waiting for Portfolio ES.Loaded automatically from the selected ES portfolio.
No snapshot loaded.
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Save Walk research

Saving stores the Walk research separately from Portfolio ES and Live.

Stitched OOS result

Total OOS return
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Stitched OOS CAGR
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Max drawdown
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OOS days
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Folds
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Active symbols / bank
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OOS equity curve

Stitched OOS Fold boundary

What did OOS do each year?

What OOS earned is the actual result during that OOS period.

OOS yearOOS periodOur returnOur DDSPY returnSPY DDQQQ returnQQQ DDOur cumulativeSPY cumulativeQQQ cumulativeActive / bank
No run yet.
Our cumulative return
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Our stitched CAGR
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SPY cumulative · CAGR
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QQQ cumulative · CAGR
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Fold parameters used

The parameters selected in each fold will appear here after a run.