When is it okay to use out of sample data again? If I have a basic non-optimised system with just entries tested and it works on the in sample and then I test on out of sample which it passes. If I add a secondary entry rule or filter which improves performance further, can I be justified in using the same out of sample data? This is usually a situation when I think of something that can improve strategies much later after completing the original system. If we then add stops (which is going to have a big effect on performance) can we then use the out of sample data again? Same for targets, can we use out of sample data again for this?