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Your Backtest Can Pass Every Unit Test and Still Know the Future

A two-timestamp schema and a future-corruption test can catch silent look-ahead leakage in financial feature pipelines. A backtest does not need an obvious bug to cheat. The feature calculations can be correct. The train/test split can be chronological. Every unit test can pass. Yet the model may s…

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  1. 2026-10-05 19:34 · DEV Community — Machine Learning
    Your Backtest Can Pass Every Unit Test and Still Know the Future

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