Hi all,
I have just booted up QT514 and accepted the strategy updates, in particular, Nasdaq100 in advance of the January 2019 rebalance.
Somewhat concerningly, performance has fallen significantly:
2 year results:
old Nasdaq100 strategy: 153% from 28/12/16-28/12/18
new Nasdaq100 strategy: 113% from 28/12/16-28/12/18.
10 year results:
old Nasdaq100 strategy: 2986% from 28/12/08-28/12/18
new Nasdaq100 strategy: 559% from 28/12/08-28/12/18.
As we are on the verge of the January rebalance, can I please recommend the strategy changes be checked at the earliest opportunity?
Thanks