Freeze the decision before the next window
Walk-forward evaluation makes a design decision using earlier observations, then evaluates it on later data. Include the parameter search inside the procedure rather than choosing the final parameter using all windows together.
State and capital must have a contract
An indicator may need earlier bars for warmup, while an account may intentionally start flat. State whether positions carry across windows and whether capital is continuous. Mixing these conventions can change a strategy comparison without changing the signal.
Current implementation boundary
The portable QuantProp runner has a chronological exploratory train/validation split, not a full rolling optimization pipeline. The inherited futures engine includes walk-forward tooling; integrating its exact results requires local parity tests. No page labels the portable screen as independently confirmed.