Strategy lab — grid search with hold-out
Grid-search the parameter space. Window split in half: first half fits (TRAIN), second half scores (TEST). The leaderboard sorts by TEST P&L — the only number worth deploying on. Train P&L is shown alongside so you can see the gap.
Overfitting warning. A combo that wins big on train and loses on test is memorizing noise. The bigger the train−test gap, the less you should trust the test number either. Real research uses many folds, multiple symbols, and out-of-sample windows in the months-to-years. This page does one split, one symbol, one window. Use the result to disqualify combos, not to pick winners.
Presets
Mode
Symbol & window
Search space — comma-separated, “off” disables filter
Over the 600-combo cap. Tighten the grid.