I was wondering if it was relevant to backtest Crude Oil Futures CL, which expires every month, on a period quite far, lets say between 2007-2008.
I am using Merge Back Adjusted settings with a Mean Reversal Strategy. Meaning that the price seeing on my chart for the year 2008 is ABSOLUTELY TOTALLY different from live data at this time.
So is it relevant to Backtest/Walk Forward on such period?
Looking for your feedback,
Kind regards
Christophe.
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