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Can you please explain the following differences?
On the website, under the strategy signals for Nasdaq100 Hedged in Feb it shows DLTR, MU, ROST and STX all 17.5%, UGLD 18% and TMF 12%, but on QT513S it shows DLTR, MU, ROST and STX all 15% and UGLD 40%.
On the website, under the strategy signals for Nasdaq100 Hedged in Mar it shows TMF 40%, but on QT513S it shows UGLD 40%.
We made some changes for the hedging strategy end January. Also the stocks can change because the stock list is updated from time to time for companies leaving the Nasdaq and new ones coming in.
The web site shows the real performance of every month. At the beginning this was with much simpler algorithms. Your QuantTrader in fact shows how the backtest would have been with the latest algorithms and settings.
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