On the investment horizon screen you can set the rebalance period of the model and set a preference for a investment horizon that the machine is optimizing your goal over.
The rebalance period determines at what frequency your model will trade throughout the backtest. Rebalance period can be adjusted after the backtest is completed on the portfolio settings page.
The investment horizon can be adjusted anywhere from one day to one year. The number of days is defined in trading days, and can be adjusted to the exact investment horizon that you prefer. If you selected alpha on the Goal Selection page and 21 days here, then the machine is going to optimize for alpha over each subsequent month.