What do you mean by in-sample?

That's the whole history there is. MATIC is around for couple years.
I'm just ignoring the very initial stage when it had no traction at all.

What's the point of keeping out-of-sample history if I'm gonna test it anyway?
Doesn't that sort of make it in-sample too?

I don't get your point.

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> But that's in-sample (right?)

I didn't fine tune it for a single week and then extrapolated expected returns.
I fine tuned it for the (!) whole meaningful history I got.
And those are the numbers that come up.

Last edited by Lapsa; 03/08/22 07:14.