NAsdaq 100(8shares) hedge, generated only 5 shares

[brwg]

I modified the current Nasdaq100 strategy to include 8 shares (instead of 4 shares).   When this strategy is run on a standalone basis, indeed 8 shares are selected in every rebalance period.

 

However, when this is combined with UGLD and TMF, only 5 shares are selected each time.

I include the screenshots for the Nasdaq (8 shares) and for the Nasdaq (8shares) hedged

 

any help will be appreciated.

 

[Frank Grossmann]

Can you please send me your QuantTrader.ini file to [email protected] so I can replicate what happens.

[brwg]

Thanks, Frank. I just emailed the ini file to you.

look forward to your analysis.

B

[Author]

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