How do you avoid data leakage when backtesting an ML strategy?
This story is from 2026-09-05. It is preserved in the archive; the latest stories are on the live feed.
One thing I keep noticing in ml experiments is how easy it is to get a model looking better than it really is. Especially when working with time-series data, the way you split data, generate features, and run the backtest can quietly introduce information from the future. I've been trying to unders…
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- 2026-09-05 03:36 · r/learnmachinelearning
How do you avoid data leakage when backtesting an ML strategy?