Search for: Log In back-testing Home › Forums › Logical Invest Forum › back-testing This topic has 3 replies, 3 voices, and was last updated 3 years, 9 months ago by Alex @ Logical Invest. Viewing 4 posts - 1 through 4 (of 4 total) Author Posts 07/24/2020 at 2:01 pm #79469 SarunasParticipant 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 InvestKeymaster 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 Midnight122Participant so Alexander – is the historical data set real history or backtested? 08/01/2020 at 3:30 am #79553 Alex @ Logical InvestKeymaster The historical data set is the real history as-invested by somebody who followed the strategy. Author Posts Viewing 4 posts - 1 through 4 (of 4 total) You must be logged in to reply to this topic. Log In Username: Password: Keep me signed in Log In {{#message}}{{{message}}}{{/message}}{{^message}}Your submission failed. The server responded with {{status_text}} (code {{status_code}}). Please contact the developer of this form processor to improve this message. Learn More{{/message}}{{#message}}{{{message}}}{{/message}}{{^message}}It appears your submission was successful. Even though the server responded OK, it is possible the submission was not processed. Please contact the developer of this form processor to improve this message. Learn More{{/message}}Submitting…