NexusFi: Find Your Edge


Home Menu

 





Is it better to trade a “Curve Fitted” or “In-Sample” strategy?


Discussion in Traders Hideout

Updated
    1. trending_up 1,149 views
    2. thumb_up 2 thanks given
    3. group 3 followers
    1. forum 2 posts
    2. attach_file 2 attachments




 
Search this Thread
  #1 (permalink)
 SidewalkAerobics 
Los Angels
 
Experience: Intermediate
Platform: MultiChart
Trading: Emini ES
Posts: 115 since Aug 2018
Thanks Given: 173
Thanks Received: 72

Would it be better to trade the “Curve Fitted” strategy or the “IN-Sample” strategy?

A minor tweak to the “IN-Sample” strategy creates a nearly perfect “Curve Fitted” result.

Here are the 2 equity curves.

In-Sample strategy results (in the red box). Curve Fitted Strategy (no red box)


Attached Thumbnails
Click image for larger version

Name:	IN-Sample Equity Curve.jpg
Views:	237
Size:	58.0 KB
ID:	262662   Click image for larger version

Name:	Curve Fitted Equity Curve.png
Views:	252
Size:	10.3 KB
ID:	262663  
Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
CPI Eve: Fed Hike Odds Hold at 52% for the First Time, I …
Prediction Markets & Event Contracts
Probability Collapse: Bitcoin $150k Craters from 15% to …
Prediction Markets & Event Contracts
Iran Talks Final Stages -- Two VLCCs Exit Hormuz, Record …
Traders Hideout
The Great Rotation -- Small Caps Crushing Tech as Sectio …
Traders Hideout
GDP Day: The First Economic Reckoning -- Pahlavi at 6.55 …
Prediction Markets & Event Contracts
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Sober Journey With S&P
24 thanks
2026 Jlab journal
10 thanks
Lady Vols Primer: Trading Volatility Journal
6 thanks
Algo automated / semi-automated trading anyone?
6 thanks
Trying to learn Volume and price action correlation
5 thanks
  #3 (permalink)
 artemiso 
New York, NY
Vendor shill
 
Experience: Beginner
Platform: Vanguard 401k
Broker: Yahoo Finance
Trading: Mutual funds
Posts: 1,152 since Jul 2012
Thanks Given: 784
Thanks Received: 2,687



SidewalkAerobics View Post
Would it be better to trade the “Curve Fitted” strategy or the “IN-Sample” strategy?

A minor tweak to the “IN-Sample” strategy creates a nearly perfect “Curve Fitted” result.

Here are the 2 equity curves.

In-Sample strategy results (in the red box). Curve Fitted Strategy (no red box)

Conventionally the in-sample vs out-of-sample divide isn't necessary once you're done with all your hypothesis testing, at which point you can curve fit to all of the data or any subset of the out-of-sample, except you don't test any hypotheses based on that.


Reply With Quote
Thanked by:




Last Updated on February 12, 2019


© 2026 NexusFi®, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Downloads - Top
no new posts