Quote from InvestorBerny:
I fully agree (missed that step).
My strategy development is typically done with "in-sample" data and then validated against "out-of-sample" data. Stockworm has a cool feature for this. All stocks in the universe are randomly assigned to set A or set B. I develop using set A and then test using set B. I don't trade a strategy unless the two results are similar. I also backtest using the the total universe of stocks. Ideally, the results using the total universe come out a bit better then either of the parts (I attribute this to having a larger better pool of stocks to choose from at any given time). Good catch!
