Harwinder Sekhon
b357ab1e87
--walk-forward slices ONE continuous replay into rolling train/test folds by entry time (default 12mo/3mo/3mo; no per-fold re-optimization) and reports per-fold PF / expectancy / max DD plus aggregated OOS stats, flagging test folds with PF < 1. Off by default — default runs are byte-identical (scripts/compare_baseline.py 32/32 PASS with this diff). Data safety for deep-history fetches: fetch_history refuses to recreate any baseline-pinned parquet filename and records the sha256 of every freshly written parquet in backtest/cache/data_manifest.json. Tests: Module 23 (fold builder, slicing, flagging, OOS dedup, CLI defaults, pin guard, manifest recording) — 367 total. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_017FBjfomAipxvPWwRJEDDyJ