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Capnpaul
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Problems with Simulation utilizing a Custom Universe Reply to this Post
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Marco

When a simulation is run with a custom universe, "No Rank" predominate the sells. ( over 90% of total sells).
http://www.portfolio123.com/port_summary.jsp?portid=399310
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marco


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Re: Problems with Simulation utilizing a Custom Universe Reply to this Post
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It's possible. is there a lot of turnover in the custom universe? what are the rules in the universe?
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marco


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Re: Problems with Simulation utilizing a Custom Universe Reply to this Post
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I saw your universe and it's quite complex. I can see how there can be a lot of stocks coming in an out of this universe.

If there's too much turnover in a custom universe, you might try to move some of the rules in the Buy/Sell rules.
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[Nov 12, 2008 9:07:51 AM] Show Post Printable Version     [Link] Report threaten post: please login first  Go to top 
Capnpaul
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Re: Problems with Simulation utilizing a Custom Universe Reply to this Post
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Marco,

Thank You

Yes, that makes sense, now that I think about the constant rotation occuring within in a (reduced) custom universe.

All the criteria that showed well within ranking performance and screener will require refinements when integrating into a simulation/portfolio.
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