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.