Home / ml4t / skills · validation/walk-forward-cv/SKILL.md · GitHub

ml4t-walk-forward-cv skillA

ml4t-walk-forward-cv is agent-read markdown (skill) from ml4t/skills: Rolling or expanding window CV that preserves temporal order. Use when evaluating ML models on time-series data where standard k-fold causes temporal leakage..

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What the file says

# Walk-Forward Cross-Validation

A single train/test split tells you nothing about how a model adapts over time. Walk-forward CV slides a window through the data, training and testing sequentially, revealing how performance evolves across market regimes.

## The Problem

A single 80/20 train/test split produces one score from one market period. The model may excel in bull markets but fail in drawdowns - you cannot tell. Standard k-fold shuffles time, leaking future data. You need sequential evaluation that mirrors live deployment: train on the past, predict the future, advance, repeat. This exposes regime sensitivity and stationarity failures.

## The Pattern

### WRONG

```python
from sklearn.model_selection import train_test_split

# Single split - one market regime, no adaptation signal
X_train, X_test, y_train, y_test = train_test_split(
    X, y, test_size=0.2, shuffle=True  # Shuffling leaks future
)
model.fit(X_train, y_train)
print(f"Score: {model.score(X_test, y_test):.3f}")  # One number
```

### CORRECT

```python
import numpy as np
from sklearn.model_selection import TimeSeriesSplit

# Walk-forward with gap for label horizon
n_splits = 5
…

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How to install

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Source

GitHub

ml4t/skills · 19 stars · license Apache-2.0 · pushed 2026-09-24 · branch main

API

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