[kiranb]

I commend the team for building market timing, position sizing and stock picks into an integrated strategy, and striking the balance between trend and short-term mean rev.
However, could you talk about what out-of-sample testing has been done on this strategy? What’s the methodology for o-o-s testing and what is the performance of o-o-s vs in-sample backtests?

Most strategies i’ve seen (including most on Logical-Invest) underperform after the publish date (which reflects the out-of-sample regime).
– Which of the Logical-invest strategies have outperformed the benchmark after it was last edited? I’m looking to subscribe, but most listed strategies seem to have underperformed in 2015 (after they were published).

[Author]

Posts