Monolith Research
In plain terms
A study that stress-tests intraday index strategies by repeatedly training on one period and testing blind on the next.
How it works
Variants are run through rolling walk-forward folds so every result is out-of-sample, and the stability of the edge across folds is measured.
What it’s tested against
The point of the study is the test itself — folds blind, costs stressed, with a stability coefficient reported alongside the headline.
Data
NAS100 intraday data.
Researched — a walk-forward stability study.