I'm wondering what's your view on possibility that some values for parameters can be special? For example, you trade on hourly chart on 24h market and you find out that setting some parameter's length to 24 gives much better results than average of, let say, 10 - 40h. Or you trade market that's opened only 8 hours and although a parameter's settings 5 - 15h are profitable (and the best is 10h), setting length to 8h gives better results than average of 5-15. The same for daily charts. What if length of 260 days gives better results than walk-forward-optimization? Which one would you trade? In one way, it sounds like curve-fitting, on the other, if a parameters make "sense" it seems like a good thing. What's your opinion?