2009 version 1.91 RANKING SYSTEM

Research
1

I have try the ranking system “2009 version 1.91”.

I found that depending on the benchmark used for the simulation, the %return is influenced by the benchmark.
But after looking at all the formulas used in the ranking system, I have never found a formula or something else related to the benchmark.
Is there something I forgot to look at ?

2

What benchmarks are you trying?

3

I use the TSX and SP500.
With the SP500 benchmark the %return is better…

4

TSX (Toronto stock exchange) will give different results.

This is because Canada has different holidays. P123 uses the benchmark do determine when the different exchanges are open and the sim will be run on different days for different benchmarks.

5

That seems very logical.

Thanks a lot !