
Analysis
Why random cross-validation breaks on financial time series
Shuffled folds leak the future into the past — and the leak is large enough to turn noise into apparent skill.
Analysis coverage from UZU NEWS.

Shuffled folds leak the future into the past — and the leak is large enough to turn noise into apparent skill.

Rolling in-sample and out-of-sample windows add realism to a backtest — and import their own parameter choices worth auditing.