Why is optimization all black when rebalance is Monthly?

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    Mark Vincent
    Participant

    I have the following strategy that will only Optimize Quarterly. The monthly optimization is all black under any time period? Does anyone know why?

    You will need to add the ETF symbol TAIL to run this strategy.

    Here is the .ini file:

    [StrategyTitle]
    0 QQQ Tail Hedge min opt
    [StockItems]
    #Hedge=#Hedge 1,2,1,1,0.00
    TAIL=,2,1,1,0.00,,0,0
    TLT=Barclays long term treasury (10 years),2,2,1
    QQQ=PowerShares Nasdaq-100 Index,2,1,1
    [StockSets]
    StockSet95=0 QQQ Tail Hedge min opt,1,3,StockSetStrategy95,2020-09-25,2020-09-25,#[email protected],[email protected],[email protected],[email protected]
    [StockSetItems]
    StockSet95Item1=1111,StockSet95Item2,0,00000004,2,
    StockSet95Item2=1101,StockSet95Item3,1,00000008,2,
    StockSet95Item3=0001,StockSet95Item4,2,00000010,3
    StockSet95Item4=0100,StockSet95Item5,2,00000020,3
    StockSet95Item5=-,-,2,00001000,3,
    [StockSetStrategies]
    StockSetStrategy95=2,2,Logical Invest Universal Investment Strategy,1101,10,,1
    [StockSetStrategyParameters]
    StockSetStrategy95=-5,3,176,3,-3,7,-2,7,-6,7,-2,7,0.00,0,-200.00,1,25,1,0.00,0,0.00,0,0.50,1,0,0,0,0,0,0,0,0,0.00,4,0.00,4,0,0,0,4,0,4,0.00,0,0.00,0,0.00,0

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