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Portfolio123 » List all forums » Forum: Simulations and Portfolios » Thread: Sim not buying |
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Total posts in this thread: 4 |
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theilman
Advanced Member
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Hello Marco, Could you please check out one of my Sims. It's called Short Strategy #1. It is not buying any stocks on the last couple of rebalances since 2/6/09, even though none of the buy rules seem to be constraining purchases. At first I thought it was my buy rule related to moving averages of TTM EPS, but that became a non-constraining rule on 2/6. I've tried turning off other buy rules, but it doesn't seem to make a difference. Thanks. Ted |
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marco
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Found the problem. These two series were not being updated and had stale numbers from around Nov of last year: SP500 EPS NextY --- #SPEPSNY SP500 EPS TTM ---- #SPEPSTTM These were new series we added around that time, but did not set up the weekly updates to snapshot the values. All the others are OK. We're very sorry for this. Should be ok by tomorrow morning ---------------------------------------- Portfolio123 Staff |
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o806
Advanced Member
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Marco (or any one else): Is there a source where I could get 15 or so years of data history for the above? I am especially interested in SP500 EPS NextY. I want to explore variations on timing systems based S&P earnings estimate. Brian |
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theilman
Advanced Member
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OK, thanks. Ted |
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