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back-testing

This topic has 3 replies, 3 voices, and was last updated 4 years, 4 months ago by Alex @ Logical Invest.

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07/24/2020 at 2:01 pm #79469
Sarunas
Participant
Does the back-testing of the conservative portfolio reflect the monthly changes to the mix of securities?
07/26/2020 at 7:27 am #79479
Alex @ Logical Invest
Keymaster
Yes, the backtest always is based on the most recent version of the model, all changes included: https://logical-invest.com/app/portfolio/conservative/conservative-risk-portfolio
We also have a “historic data set”, which is updated “as-invested”, which means any change to the model is only applied going forward, while history is frozen: https://logical-invest.com/app/historical/Conservative! (requires log-in)
07/31/2020 at 3:25 pm #79549
Midnight122
Participant
so Alexander – is the historical data set real history or backtested?
08/01/2020 at 3:30 am #79553
Alex @ Logical Invest
Keymaster
The historical data set is the real history as-invested by somebody who followed the strategy.
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