Walk forward analysis?

[AgarwalPragy]

Have you done a walk forward analysis to see if the final ensemble performed well historically?

[yeonholee50]

Yes, I conducted a walk-forward analysis to evaluate the final ensemble's performance. The analysis involved splitting the historical data into a series of rolling training and testing periods, ensuring that each testing period remained unseen during training. This was done using data from Intrinio although it was done with static NDAQ-100 holdings, not accounting for change over time.