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Fake backtest IS OOS, overfitting

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gin

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3 years ago #259801

SQ generates a “good” strategy with good IS and OOS

but it turns out SQ peeks into the OOS and fits curve to it

why is OOS so fake then?

How to disable SQ from peeking into OOS?

 

 

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gin

Subscriber, bbp_participant, 88 replies.

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3 years ago #260632

what is your PF?

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