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I'm kind of saying that. What I saying is that if you test and refine your system over a period 1990 to 1995 and your then perform out of sample testing (not optimizing of system parameters) over the discrete period of 1996-2000, 2001-2005, 2006-2010, 2011-2015, 2016-2020 and all sim results across those years yield acceptable results then I would say your system appears to work well on future data. That is why a say old data (in this case 1990 to 1995) is not irrelevant. Maybe it isn't always the case but to discount old data outright just because times were different might be doing you a disservice.

[QUOTE="MovingAverage, post: 1114858, member: 33203"] I'm kind of saying that. What I saying is that if you test and refine your system over a period 1990 to 1995 and your then perform out of sample testing (not optimizing of system parameters) over the discrete period of 1996-2000, 2001-2005, 2006-2010, 2011-2015, 2016-2020 and all sim results across those years yield acceptable results then I would say your system appears to work well on future data. That is why a say old data (in this case 1990 to 1995) is not irrelevant. Maybe it isn't always the case but to discount old data outright just because times were different might be doing you a disservice. [/QUOTE]

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