If we did …

• System 1: Walk Forward over 10K bars Not-Anchored over 5 stage using all variables.
• System 2: BackTest over 50K bars of OOS data (50K bars not optimised over).

Above should give us a good idea as to how short term opti (10K bars) compares to long term opti (50k bars in this case).

If somebody who has access to 200k bars and 10 stages (?) did above (System 1: WF over 10K bars, System 2: Backtest over 100K bars OOS) then this may be a better study?

I may have a go later and report back.