Walk Forward Validation VS Train-Test Split - What to Choose?

Choosing Between these Two Back-testing Pillars

If you work with time-series models, you’ve probably run into the same question everyone else hits sooner or later: Should I use walk-forward validation or stick with a simple train–test split?

Both methods serve a similar purpose. They help you get an honest read on how well your model might work in the real world. But they aren’t interchangeable. The r…