Forward test
Running a strategy on data or an account that came after the rules were fixed, so nothing about it was tuned to that data.
A forward test is the honest check on a backtest: once the rules are locked, the strategy is run only on new results as they come in, with no further adjustment. If the forward result looks like the backtest, that is real evidence; if it does not, the backtest was likely overfit.
A short forward test is still limited by its sample size, but it removes the main risk that a long backtest carries: that the rules were shaped, even unintentionally, by the very period they were tested on.