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Validation

april wrap - strong month, strategy validation complete
april done. strong month. strategy validation complete. april final numbers # starting (apr 1): $395,900 ending (apr 30): $419,360
full size first week - validation complete
week 2 april done. first full week at $1,500 size. validation complete. week 2 trades (apr 8-12) # monday 4/8: 3 trades, 2 wins. +$1,840
ran walk-forward test - strategy holding up
been profitable 3 months now. wanted to verify i’m not just curve fitting. ran walk-forward analysis this weekend. what is walk-forward testing # normal backtest:
week 3 performance: sharpe 2.1 actual vs 1.64 backtest
three weeks live = enough data for initial validation # march 15 - march 30 (15 trading days)