I've had the same issue with several strategies...

For example, in daily timeframe i've found it works well to set one year out of sample by default:

DataSplit = 85;
WFOPeriod = 252*DataSplit/(100-DataSplit);

Ideally, a strategy should perform reasonably good with different cycles, but i guess this is something one must find out by experience. I agree with the manual that most robust cycles numbers are between 5 and 10.

This is just my experience so far, surely more expert people like jcl can shed more light into this question.

Cheers.