Overlapping windows will manufacture statistical significance in your backtest
This story is from 2026-10-13. It is preserved in the archive; the latest stories are on the live feed.
The easiest way to publish a false positive in time-series work, with a worked example from my own project. The result that looked publishable A walk-forward test, 913 causal anchors, direction accuracy at a 30-minute horizon. Benchmark note that matters: the thing to beat is not 50%, it is the maj…
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- 2026-10-13 12:10 · DEV Community — AI
Overlapping windows will manufacture statistical significance in your backtest