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... we all should be aware that from a statistical point of view the old backtested data suffer from inherent (implicit) optimization.

While you're waiting several years for a forward-testing scenario to unfold, you could break the data you do have into two parts. Optimize on one part and test on the other, then reverse.

Some screens simply don't have enough parameters to be vulnerable to curve-fitting. RS26 has one parameter and that's it -- nothing to optimize. Some of the SOSs might be cause for concern, however.
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