BULLISHBEAR

EXPERT · CHAPTER 03

Robustness & Regime Comparison

The learner can test whether a strategy’s apparent edge survives out-of-sample and walk-forward checks, assess sensitivity to parameter changes, compare performance across trending, ranging and volatility regimes, use timeframe comparison carefully, recognise overfitting, and document results with appropriate uncertainty rather than mistaking a fitted curve for durable evidence.

15 teaching sectionsExamples and misconceptionsInteractive version available