> How is it possible to generate seven years of convincing sample data From the article: > These genes are tested by giving them hypothetical sums of money to

> How is it possible to generate seven years of convincing sample data From the article: > These genes are tested by giving them hypothetical sums of money to trade in simulated situations created from historical data. So they simply use historical data (going 7 years back). This is fed into a simulator (a trading day where you have access to the data of all days leading up to the simulated trading day). > without overfitting your models? Traditionally backtesting is used: http://www.investopedia.com/terms/b/backtesting.asp http://www.investopedia.com/terms/b/backtesting.asp Care should be taken to run the tests over significant periods of time (to reflect changing market conditions) and to have a final out-of-time holdout set to lessen the effects of picking "winners" that were winning purely due to chance (introduced by cherry-picking winners from thousands of models).