Is There a Difference Between Short Term and Long Term Look Back Periods?

There is a clear gravitation that the better look back periods are not the shorter ones. Is it both that complicated, but also that simple? I have looked into this quite extensively and how I do that is I research how short term models that are configured exactly the same way apart from the look back compared to my medium to long term models. So what I find is that the short term models, the medium term models and the long term models, yes, they all capture outliers. There's no question about that. But what the shortterm models do more than the medium or long term models is they also catch a lot more noise and mean reversion in their trade distribution. And so

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