Posted Monthly Returns

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  • #80469

    Hi Everyone, how accurate are the monthly returns posted on the site?

    I’m running into some small discrepancies. For example, my brokerage account shows a monthly return of -1.3%, while the site shows -1.1% for the “Max Drawdown less than 10%” Strategy for October’20. Few more similar discrepancies for other strategies. I’m using the recommended ETFs and allocations.

    Has anyone else seen similar results? If yes, what could be causing it?



    I’ve noticed the same thing. Any update on this. Are the websites allocations based on if you took a position as a market on close order of the first day of each month.


    The allocations and underlying prices in the performance computations are based on the close of the month. This is a simplification, so we can send you the signals for the next month and at the same time the performance of the last month. Obviously if you use our email or web service you can only trade after receiving the signals, so earliest at the open of the first day of the new month.

    If you use QuantTrader you can trade before or at the close of the month, and also simulate the delayed trading day, or even pick a different day of the month to do the trading, and add a % fee for trading costs and slippage.

    But to keep the email and web service as easy as possible, we decided to use end-of-month pricing for reporting performances. In our experience the deviations in the performance should be minimum, and very often balance out over the months. We therefore do not see an added benefit of trading at month end, but want to offer the possibility.

    Hope that clarifies


    Thank you

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