@gjhernandezp Dear gjhernandezp,
No, models are trained from scratch taking the train_period of the data that is changing depending on the processing day. No, the retraining is done from scratch, taking the whole available data up until that point in time. That is not available at the moment, but take a note that when submitting a ML strategy it should be in a single-pass mode. For example instead of using backtest_ml function that is designed for testing purposes, one should use single-pass, for example: data_train = load_data(train_period) models = train_model(data_train) data_predict = load_data(lookback_period) weights_predict = predict(models, data_predict) print_stats(data_predict, weights_predict) qnout.write(weights_predict) # To participate in the competition, save this code in a separate cell.