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Validation

Use Validation to check whether a Databank strategy holds up outside the generation IS window. Three tabs: Walk-forward, Robustness, and Regime.
Validation Walk-forward tab

Validation · Walk-forward. Click to zoom.

From strategy detail you can open Validate with the strategy already selected.

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Shared across tabs

  1. Pick a Databank strategy.
  2. Review costs (spread, etc.): prefilled from generation, editable.
  3. Data source: usually Database (your downloaded history).
  4. Optional: run in the background and follow progress in Jobs.
  5. Export the report (HTML/Excel) when the UI offers it after results exist.
With no saved strategies there is nothing to validate → go back to Generator / Databank.

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Walk-forward (WFE)

Splits history into IS/OOS folds (anchored or rolling depending on parameters). Typical outputs:
  • WFE (efficiency) — aggregated walk-forward metric
  • Aggregated OOS PF, OOS Net PnL
  • Per-fold table: IS/OOS PF, win%, trades, OOS net
A high IS-only PF is not enough. Check OOS PF/Net and fold stability before exporting to MT.

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Robustness

Optional suite (enable at least one block): Read P(profit), median DD, and whether small param changes kill viability.

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Regime

Classifies market segments (trend, range, high vol, warm-up) and measures edge by regime. UI verdicts:
  • Stable edge
  • Degraded edge
  • Unstable edge
Review the regime timeline, per-regime table, and PF halves/tail. If edge only lives in a rare regime, treat the strategy cautiously.

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After something “looks profitable”

  1. Walk-forward with a decent OOS.
  2. Robustness (at least MC or sensitivity).
  3. Regime: is the edge stable?
  4. Review sessions/TZ before export.
  5. If it still holds → portfolio or evolve; otherwise discard or regenerate.

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