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It performed better on the data it had never seen. That is the first thing worth knowing about Cuprum, because it is the first thing a serious buyer doubts. Its components were tuned on one window of copper history and then tested on two they were held out of. In the strategy tester, profit factor on the tuning window was 1.23. On the out-of-sample window that followed it, 1.69. Most systems post their best number on the period they were fitted to. This one did not, and the chart in the
