Possibly: Reverse In Sample and OOS periods.
I'm uncertain about the effects of this, but...
Many people are testing a hypothesis that if we generate many EAs over a very short time period, these EAs can take advantage of temporary market bias. I don't know if this is true or not (I hope that it is!), but if it is:
It seems that many people don't want to include an OOS period...and I think of two reasons for that: 1. It takes more work (and slightly longer generation time?), and perhaps this extra work is unnecessary; and 2. They are worried that the OOS period "uses up" the most recent and important data.
If we are going to include an OOS period, it seems to me that it would be better if this OOS is at the beginning of the data series. Why?
Because in that way, the EA would both be optimized with the very latest data AND still be adjacent to the OOS period. In this way, if the market is recently changing in a way relevant to the strategy, the OOS period will still look relatively the same (quality-wise) and it won't lessen the efficiency of the generated strategy due to being optimized over older data.
Using smaller data periods, I don't see a drawback to this approach, only benefits.
Maybe you have knowledge about this one way or the other?