Exact copy giving wildly different results

Hi all - new here, finding these forums very helpful.

I am very puzzled by this…

I created an exact copy of this live port:

http://www.portfolio123.com/port_summary.jsp?portid=985653

But when I ran a sim myself, the results are wildly different:

http://www.portfolio123.com/port_summary.jsp?portid=1219795

Any idea what’s going on?

Thanks in advance.

You need to make your port viewable to the public before I can inspect

OK its public now

I confirmed this issue. Looks like a problem with the PIT data.

Perhaps it has something to do with the “% of Portfolio Value (OLD)” option. When it was deprecated was the original functionality removed, too?

Your live port has sell transactions with Note: NDXA50R_Double_Cross

This rule does not exist anymore. The live port must have been updated

You can tell the live port was different by looking at % cash invested. It goes to 100% cash often

Also keep in mind that live ports with auto rebalance use friday’s close. We hope to get rid of that nuisance soon

When do you expect this to happen? Friday closing prices for Monday trades don’t make sense and distort performance to the upside.

Soon. We need an extra option in live-automatic portfolios to update with Monday’s prices.

The reason why it hasn’t been a high priority project is that “live” ports are meant to be followed with real money. So the expectation is that users manually update the transactions after every rebalance. Also the effect of Friday’s prices really depends on the strategy. For ex. we don’t think it’s a big deal with the P123 live ports, but it could be for custom systems more TA based.

However live ports are useful as “paper” trading to see what happens out-of-sample. So with R2G and all the priority should be bumped up.