The most convenient way I have found to update the statistics of multi-symbol portfolios is to go to Custom Projects and use the Auto Retest task.
However, in the Custom Data tab, there is no option to define an In-Sample and Out-of-Sample period, as you can in Builder, Retester, and Portfolio Master.
This prevents us from working with IS/OOS filters, while updating multi-symbol portfolios directly from Retester is far too cumbersome.
Please consider adding this functionality.
