Walk-Forward Optimizer
Each year, the best (take_profit %, hold_days) are chosen from a 4×4 grid using only prior-year data. Out-of-sample test results are shown alongside the fixed 5% / 90d baseline. Does adapting parameters beat the fixed strategy?
WFO 2017–2025 Total
+381.8%
compounded
Fixed 5%/90d Total
+682.7%
compounded
SPY Total
+250.7%
compounded
WFO Outperformed Fixed
2 / 9 years
avg WFO +21.3% vs fixed +28.4%
Annual Returns — WFO vs Fixed 5%/90d vs SPY
2017best: 10% / 120d▲ WFO wins
WFO
+15.9%
Fixed
+14.9%
SPY
+20.8%
2018best: 10% / 120dfixed wins
WFO
+20.8%
Fixed
+25.0%
SPY
-5.3%
2019best: 10% / 120dfixed wins
WFO
+67.0%
Fixed
+89.0%
SPY
+31.1%
2020best: 10% / 120dfixed wins
WFO
+26.7%
Fixed
+37.0%
SPY
+17.2%
2021best: 10% / 120d▲ WFO wins
WFO
+42.3%
Fixed
+31.3%
SPY
+30.5%
2022best: 10% / 120dfixed wins
WFO
-21.5%
Fixed
-14.5%
SPY
-18.6%
2023best: 10% / 120dfixed wins
WFO
+9.0%
Fixed
+10.8%
SPY
+26.7%
2024best: 10% / 120dfixed wins
WFO
+17.4%
Fixed
+46.9%
SPY
+25.6%
2025best: 10% / 120dfixed wins
WFO
+13.9%
Fixed
+15.2%
SPY
+18.0%
Take-Profit Selected by Year
2017
+10%
(train score +6.70%)2018
+10%
(train score +5.09%)2019
+10%
(train score +4.58%)2020
+10%
(train score +4.41%)2021
+10%
(train score +4.12%)2022
+10%
(train score +4.13%)2023
+10%
(train score +3.66%)2024
+10%
(train score +3.64%)2025
+10%
(train score +3.38%)+10% chosen 9×
Hold Days Selected by Year
2017
120d
8 trades 50% win2018
120d
3 trades 67% win2019
120d
15 trades 80% win2020
120d
3 trades 67% win2021
120d
77 trades 75% win2022
120d
34 trades 62% win2023
120d
61 trades 64% win2024
120d
62 trades 86% win2025
120d
47 trades 64% win120d chosen 9×
Full Year Results
| Year | Best TP% | Best HD | Train Score | WFO Return | Fixed Return | SPY | WFO Trades | WFO Win% |
|---|---|---|---|---|---|---|---|---|
| 2017 | +10% | 120d | +6.70% | +15.9% | +14.9% | +20.8% | 8 | 50% |
| 2018 | +10% | 120d | +5.09% | +20.8% | +25.0% | -5.3% | 3 | 67% |
| 2019 | +10% | 120d | +4.58% | +67.0% | +89.0% | +31.1% | 15 | 80% |
| 2020 | +10% | 120d | +4.41% | +26.7% | +37.0% | +17.2% | 3 | 67% |
| 2021 | +10% | 120d | +4.12% | +42.3% | +31.3% | +30.5% | 77 | 75% |
| 2022 | +10% | 120d | +4.13% | -21.5% | -14.5% | -18.6% | 34 | 62% |
| 2023 | +10% | 120d | +3.66% | +9.0% | +10.8% | +26.7% | 61 | 64% |
| 2024 | +10% | 120d | +3.64% | +17.4% | +46.9% | +25.6% | 62 | 86% |
| 2025 | +10% | 120d | +3.38% | +13.9% | +15.2% | +18.0% | 47 | 64% |