Questions about backtest period?

Alphathon
#1

In the first round submission, will our portfolio only be tested in the given period (January 2007 - December 2016)? Or will there be a random time interval out of that period to evaluate our portfolio?


In another words, our final score is based on in-sample data (January 2007 - December 2016), and there is no out-of-sample data to be tested?


#2

Hi

Your score will be computed on an out-of-sample period which is not disclosed. Consequently, fitting your strategy to the data you see (2007-2016) will result in overfitting and your score be rather low.