How many dates in OOS

There may be some luck of course since the score can be volatile.
You can work on that by reducing the volatility of your spearman score to better control your risk.

Regarding the OOS phase. Yes it will be running until mid november. I did a detailed answer I think you saw already: Current score is from how many time periods - #2 by xgilbert
It will not be live data to answer your last question.

There are some trade off to do when splitting the data. BIgger OOS would mean less training points which is not ideal either. If you have any suggestion(s), we would be glad to here them of course ! :grinning:

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