In-Sample
Definition
The portion of historical data used to optimize and train a strategy. The 'training set' in backtesting.
Example
Using 2021-2023 data as the in-sample period to find the best RSI parameters for a strategy.
How Gilito AI Uses It
Gilito splits data into in-sample and out-of-sample periods. In-sample metrics show how well a strategy was optimized; out-of-sample shows if it generalizes.