I created a ranking system and when I click:
PERFORMANCE TAB - OUTPUT: Chart Type: Performance instead of Annualized Return and Press RUN… I get the performance for the time period I chose.
How can I reproduce the exact same result in a simulation if I like alot for example my 97_100 performance chart?
Is it:
Buy: Rank > 97
Sell: Rank < 97
Russell 1000
It seems like I will never come any close to getting same results because of the position sizing, is that right?
… As the # of stocks within a bucket might increase or decrease overtime while mine is static # overtime?
Thanks!