I realized in your backtest for portolio such as MAX 15 Vol, you do not update the MYRS Allocation for intra-month rebalancing. I already mentioned that issue but I don’t think it has been fixed. Do you plan to provide an updated consolidated allocation for potfolio including MYRS Strategy intra month on your website ?
Although the backtest do not show the mid-month MYRS allocations, the returns and performance data does take them into account since portfolios use the strategy-level data rather than the individual holdings. I’m afraid I can’t give you a definitive answer on if/when we can display the mid-month update on the web site. It is a difficult technical challenge to rebalance one strategy in a portfolio mid-month without rebalancing the whole portfolio, but we are still looking into it.