[MartinS_OF]

Hi,

I really like some of Logical Invest’s strategies, such as “Max Drawdown Less Than 10%”, or the “Nasdaq 100”. So, I am seriously considering subscribing.

However, I can’t really see when the backtests end, and where out-of-sample begins for the various strategies. It would be very useful to be able to compare. I for one think that it’s rather easy to construct a good backtesting algorithm, but that most fall apart after a few years of being battlefield-tested.

Thank you,
Martin

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