Methodology
Backtesting without look-ahead bias
MarketLens Editorial · 12 Oct 2026
The trap\nUsing future data, even accidentally, makes a model look far better than it is.\n\n## Walk-forward testing\nWe step through history. At each origin we train only on earlier sessions, forecast forward, then compare with what followed.\n\n## What you see\nMAE, RMSE and directional accuracy in every forecast are computed this way, alongside a naive random-walk baseline for comparison.
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