Knuckles-Team Walk Forward Validation Workflow
CONCEPT:EE-011
Divides historical feeds into overlapping walk-forward segments, runs parallel window fits, tests out-of-sample stability, and aggregates validation statistics.
Steps
Step 1: Window Generator
Agent: data-fetcher
Tools: graph_query, sx_search
Divides historical market data into 5 overlapping training and testing segments.
Expected: segmented-walk-forward-windows
Step 2: Model Train Batch [depends_on: window-generator]
Agent: compute-engine
Tools: graph_analyze
Runs parallel training sessions across all segmented windows.
Expected: window-fit-parameters
Step 3: Out Of Sample Test [depends_on: model-train-batch]
Agent: risk-assessor
Tools: graph_query, graph_analyze
Backtests the fitted parameters on the subsequent test segments.
Expected: out-of-sample-performances
Step 4: Aggregate Validator [depends_on: out-of-sample-test]
Agent: report-generator
Tools: graph_write, document_tools
Combines out-of-sample returns to verify strategy stability.
Expected: final-walk-forward-report
Step 5: KG Persistence [depends_on: aggregate-validator]
Agent: report-generator
Tools: graph_write
Persist workflow results as nodes and edges in the Knowledge Graph. Create appropriate typed nodes with metadata and link to existing domain entities.
Output
- Walk Forward Validation results persisted in KG
- Structured report (MD/PDF)
- Audit trail with timestamps and agent attributions
Execution
Run this workflow as a dependency-ordered DAG. Steps with no unmet depends_on run in parallel; dependents run after their prerequisites complete.
- Run first (in parallel): Step 1 — Window Generator
- After level 0: Step 2 — Model Train Batch
- After level 1: Step 3 — Out Of Sample Test
- After level 2: Step 4 — Aggregate Validator
- After level 3: Step 5 — KG Persistence
Execution: If graph-os is reachable, offload the whole DAG via graph_orchestrate action=execute_workflow (or the kg-delegate skill) for true parallel/swarm execution. Otherwise execute the steps natively in dependency order: run steps with no unmet depends_on in parallel, then their dependents.