Once your OOS results are good (which is far from easy), you only need another month or so once. Sure, you can skip that second test phase, but that would be foolish.

It's not about 'trump everything', it's about finding out right away how robust your strategy is. In most cases there's over-fitting, so you need to OOS test, adapt, OOS test, adapt, etc. over and over again before your strategy is tradeable.