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Forward testing in trading

Forward testing means letting rules run against future market conditions before live capital is involved. In Trading Boy, the safest version is a paper-trading agent with a reviewable decision trail.

Define the hypothesis

Write what the rule is supposed to catch, what it should ignore, and when it should stop acting.

Run the workflow

Let the paper agent scan, record decisions, and send workflow alerts without treating those alerts as signals.

Review the evidence

Look for sample size, repeated mistakes, drawdown, missed context, and behavior that does not match the rule.

Useful output

A good forward test produces better rules, clearer limits, or a decision to keep collecting paper evidence. It should not produce overconfidence from a tiny sample.