You are working on a classification problem involving time series data and have quickly achieved an AUC ROC value of 99% on your training data with minimal experimentation, without employing sophisticated algorithms or hyperparameter tuning. Given the high performance with little effort, you suspect there might be an underlying issue. The dataset is large, and computational resources are not a constraint. However, the project has strict compliance requirements, and the solution must be scalable for future data. Which of the following steps is the MOST appropriate to identify and resolve the underlying issue? Choose the best option.