So I'm seeing some very good simulation results from an AI Factors predictor.
The predictor training period is from 2003-07-01 to 2023-07-01 and 12Rel return is the target.
The simulation period is 07/04/23 - 07/04/24. So it starts immediately after the predictor training period.
Attached is the sim result. Selling is disabled, so days held is 365.
Is there any data after the predictor training period used in the predictor? I feel like I'm overlooking something. I'm guessing the target being referenced. Just need to confirm.