Out of Sample Strategy Results

[funstuff]

Is there a way to know how often each strategy’s underlying algorithms are modified, so I can understand how many years or months of returns are out of sample?

For example, if strategy algos and rules were developed based on back testing using data through November, 2018 and not changed since that time, then I would consider the return results from that time up to now as “out of sample” results. I would have more confidence in strategies that have good results for a longer periods out of sample. If the strategy algos and rules are tweaked often, my confidence level goes down.

The data may be present and I missed it, but if not, such data would go a long way to help ensure confidence as various strategies are considered.

Thank you in advance for answering my question.

[Frank1 Grossmann]

No, this is not easy. You can download old versions of QuantTrader together with the old strategies, but this makes not much sense as you will get many errors because of ETFs or stocks of companies which do not exist anymore. Nearly all strategies changed over time some just because the hedging strategy which is used by nearly all strategies was updated with additional ETFs. Also, the Nasdaq and Dow strategies change because new stocks are added, and some ate falling out of these indexes.

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