Research note
Backtesting Forecasting Models Without Fooling Yourself
Common backtesting traps, including leakage, unstable benchmarks, short holdouts, and misleading evaluation windows.
This topic highlights a practical question that often appears in forecasting, risk modelling, reporting, or empirical analysis work.
If the issue is relevant to your organisation, Hurst Analytics can help assess the data, compare suitable methods, and translate the findings into clear decision support.
Planned focus
Data leakageHoldout designEvaluation discipline