- ago
HI again!
I try to make a WFO with the parameters 13/13 and get very high APR´s.
I like the data but I dont believe it??
br
ka
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#1
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#2
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#3
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#4
You can right click on the line in question and run a backtest to see what causes this "anomaly".
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#5
Eugene, thank you for the quick reply!
I tested WFO extensivly; these are my findings:
- it seems that the Out of sample% must be greater than 1 year
- otherwise you have N/A data (pls see charts)

Can you confirm that?
br
ka
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#6
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#7
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#8
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#9
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#10
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#11
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#13
I wonder whether you followed my suggestion in Post #4.

Are the suspiciously high APRs connected with the OOS % being less than 1 year or is your question in Post #5 not directly related to Post #1?
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#14
...not directly connected!
br
ka
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#15
OK. It may be better to repost your findings in a new topic for that question then.

To get going on this problem (in Post #1) we still need more details about the in-sample runs.
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#16
For me all info is posted.
This should be able to help you!
br
ka
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#17
To start with you should click on the in sample runs in question and see if you notice something unexpected in the results and data. Otherwise it is not telling anything.
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