Web site allocation does not seem to match that of Quant Trader?

[Nelson Brady]

Well after market close on Nov 30 I looked at the web site allocation for the US Market Strategy 2X leveraged and it said
QLD 40%
UBT 42%
UGL 118%

Quant Trader for US Market Strategy hedged 2X said
DDM 50%
UBT 35%
UGL 15%

They show the same stats for CAGR, drawdown, etc but these allocations are quite different. Are they not the same strategy? Is another in quant trader the match for the web site version?

[Alex @ Logical Invest]

Hi Nelson,

we only rebalance after all dividends and split are accounted in close-prices, that’s around 6 am EST on the 1st of the months, so about an hour and half ago. In QuantTrader you can also run the signals without these dividend adjustments, as you probably did, but that won’t give you any meaningful results – nor will it match with the web-app. If you check now you will see everything matches.

[Nelson Brady]

Yes matching now, thanks. “Notify me of follow-up replies via email” is still not working (for me at least).

I do not see anything in QT to indicate whether it is running with or without dividend adjustments? Or is that what it means if you choose the first allocation method which says Invested Allocations?

[bmessas]

Does it mean that trying to rebalance my portfolio on the last day of the month using quandtrader around 3pm eastern time one hour before NYSE close will not work and will not provide the accurate new allocation to use.

[Patrick @ Logical-Invest]

@bmessas: It is possible that the official allocations could be different due to last minute price movements or after-hours dividend adjustments but that should not occur very often. If month-end rankings are so close that a minor price movement or adjustment does makes a difference, then it is probably a coin flip anyway and over the long-term should not make a significant difference.

@Nelson-Brady: QuantTrader does not have an indicator of when final dividend adjustments have been made even though EOD price data is available shortly after close of trading. We run our web site updates at 6am ET because we are confident that all our data provider adjustments have been made for the previous day by that time.

[mk]

Hi,

I have the same situation. The NASDAQ leaders have different allocations in QuantTrader and on the web page (or in the email “Logical Invest Newsletter: Monthly Performance & New Allocations”).
Same happened one month ago.

[Frank1 Grossmann]

Try to reload the stock data again. I checked with the latest version and I have the same allocations as in the website.

[Author]

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