Tweak the backtests.

* Start from 2011 instead of 2013. * Validate over two years instead of one.
2024-11-16 20:00:58 -08:00
parent 47b2ce1476
commit 453df222d6
2 changed files with 5 additions and 3 deletions
@@ -112,7 +112,7 @@ After running comprehensive backtests across multiple periods from 2013-2024, we

 1. Refined Backtest Framework
 - Implemented more granular 6-month step testing periods
- Standardized minimum training period (1 years) and validation window (8 years)
+- Standardized minimum training period (2 years) and validation window (8 years)
 - Separated results into "normal" and "stress" periods for clearer performance assessment

 2. Performance Evaluation Approach