Any system traders here?

Why do you talk about things you do not understand with such certainty? Can you at least qualify them with "In my opinion..."?

OOS testing makes sense only if both IS and OOS samples were drawn from the same distribution. Otherwise it is nothing of the sort you claim exhibiting your ignorance of the subject. If the distribution is non-existent or unknown, as it is the case with many financial series, oos tell you nothing. Learn not to talk about things you do not understand. Is this why you hide in forums?

you claimed to be foremost expert in system dev for 15 years.

are you sure you are talking about trading; and not porn?
 
you claimed to be foremost expert in system dev for 15 years.

are you sure you are talking about trading; and not porn?

Apparently you are the one who just talked about porn and if you think what I said is related to porn is because you masturbate all day long nutcase.
 
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