JeffreyLin releases walk‑forward backtester

- JeffreyLin published a free walk‑forward backtest tool that automates IS/OOS splits, Monte Carlo runs, regime filtering and sensitivity checks for time‑series strategies. (x.com) - The tool is linked from marketheist.io/backtest and was shared on X with demo posts showing walk‑forward examples, sample outputs and sensitivity reports. (x.com) - Quants note it helps reduce look‑ahead bias and overfitting, but recommend live walk‑forward validation before deploying real capital. (x.com)