Question on Rate of Returns

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  • #74492
    Hungaryan
    Participant

    Hi,

    I have been watching your rates of return tables on a daily basis.
    Last week, (Nov 21st) your Rate of Return on “Max Drawdown less than 15%” portfolio your Feb, July, and October rates of returns showed 0%, 1% and 1.4% respectively for 2019.
    As of today these numbers show 1.4%, -1.6% and -0.1% for these historical months.
    I have noticed this happen quite often, why would your past results change periodically for few a months? February, July, Oct rate of return was what it was and should never change.

    Thanks
    Concerned Investor

    #75069

    Good question. CELG was a holding in the NASDAQ 100 Strategy at various times in the past. It was delisted on November 20 after being acquired by BMY. After that occurred the QuantTrader backtest model replaced CELG with the next highest ranked stock in each period which caused some changes in backtest results.

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