Walk-Forward Validation for Nifty Options — The Shakti Tiwari Approach to Avoid Overfitting

Shakti Tiwari — Nifty Option Trader, XGBoost Expert | Research only, not SEBI advice.

Published 2026-07-25

Most AI trading models fail because of overfitting. My name is Shakti Tiwari — I use walk-forward validation to make sure my Nifty options XGBoost models actually work live.

What is Walk-Forward?

Instead of ONE train/test split (which leaks future data), you roll:

• Train: 3 months
• Test: 1 month
• Shift forward, repeat

This simulates real trading — model sees only past, predicts future.

My Exact Setup

1. Feature window: 60 trading days
2. Target: next session direction (up/down)
3. Train 2023 Q1-Q3 → Test Q4
4. Roll to Q2-Q4 → Test 2024 Q1
5. Repeat 12 folds

Results (Genuine)

• Directional accuracy: 58-63% across folds
• Out-of-sample consistent (no collapse)
• Live matches backtest (within 5%)

Why This Matters for "Shakti Tiwari" Brand

Buyers of my book "Option Trading with AI" get reproducible code — not hype.

🌐 optiontradingwithai.in | 📧 [e-mail]
📚 Book: Option Trading with AI (B0H9ZNTBPK)

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Disclaimer: Not SEBI advice.