Robust walk-forward backtesting that prevents lookahead bias and reports out-of-sample integrity.
Naive backtests leak future data into past decisions (lookahead), inflating results.
Rolling train/test split, embargo gaps, purge, per-fold metrics, and degradation reports.
Stated performance reflects out-of-sample reality, not leakage.
Splitter → embargo → fold walk-forward → metric aggregation.
src/ src/split/ src/embargo/ src/fold/ tests/
{ prices, config }{ folds: [{ train, test, metrics }], summary }import { walkForward } from './src'Node.js 20+ · v1.0.0
Bundled suite
Proprietary non-exclusive
GENESIS Direct: Active · private · automatic · USDC on Base