backtest
A test of a strategy, model, etc. using data from a previous time.
Noun
- A test of a strategy, model, etc. using data from a previous time.
Origin
From back + test.
Forms
Verb
- To test a strategy, model, etc. using data from a previous time.
- (Mr. Fosback has also backtested this indicator to the late 1940s, the earliest period for which data on the coincident economic indicators were available, and it performed just as well from then until the late ’70s as...