Common comparison error
Out of sample test and Forward test may use the same ledger, but their formulas and claims answer different questions.
GlossaryStrategy & risk
Out-of-sample test
An evaluation on data that was not used to design, select, or tune a strategy. It separates development results from unseen test results.
Practical use
How to verify Out-of-sample test
Read Out-of-sample test together with Backtest, Forward test, Affordability. The comparison must preserve the exact rule, value, state, and evidence described below.
A neutral example
Six months develop the rules for Out of sample test; three later months remain frozen for evaluation. No parameter changes after Backtest results are opened. What makes this an example of Out of sample test is that data untouched during design and selection must remain frozen until final evaluation.
Evidence path
Where to verify Out-of-sample test
Use the source that governs the exact contract, account, entity, or platform state. A general definition cannot replace current broker terms.