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Portfolio123 » List all forums » Forum: Simulations and Portfolios » Thread: Sims changing overnight |
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Total posts in this thread: 6 |
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rmhi
Advanced Member UNITED STATES Joined: Jan 23, 2009 Posts: 165 Status: Offline |
Last night I found that some of my sims had changed overnight. Here is an example, everything is the same they were just run at different times and both using Compustat: ---------------------------------------- 
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theilman
Advanced Member
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Mine, too. In both cases, the annual returns were nearly identical, but drawdown was 2% worse for one sim, and 3% better for the other. Other stats were close. Ted |
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marco
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What sim ? ---------------------------------------- Portfolio123 Staff |
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marco
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Might be related to ROE fix. You have it in the ranking system and in buy rules http://www.portfolio123.com/mvnforum/viewthread?thread=5427 Some stocks that should have had NA in ROE were actually getting very high ROE because both numerator & denominator were -ve. But that's a meaningless value. Of course those stocks were probably the best performers . ---------------------------------------- Portfolio123 Staff |
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marco
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Unfortunately it looks like this might be ongoing for a bit as we clean out the kinks. We had to prioritize our time to make the deadlines for the Compustat switch and we're doing our best to make the system stable historically. ---------------------------------------- Portfolio123 Staff ---------------------------------------- [Edit 1 times, last edit by marco at Jul 17, 2012 10:02:11 AM] |
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rmhi
Advanced Member UNITED STATES Joined: Jan 23, 2009 Posts: 165 Status: Offline |
Just to clarify Marco, if the issue is the ROE and the link you provided implied it may have been fixed, then is my second SIM with the greater drawdown the more accurate sim? Or, should I just wait for when the fix is complete? Thanks Brad |
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