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In this simple custom project, we generate strategies based on a multi-timeframe, long-only breakout template for the data bank and verify them on OOS (Out-of-Sample) data. We then compare the ratio between the IS (In-Sample) and OOS parts. The workflow includes one OOS sample test and a retest task, with a comparison on OOS data maintaining an 80% ratio between IS and OOS. The goal is to achieve the same performance in the OOS part as in the IS training data while keeping a high percentage of strategies in the data bank for edge verification.
