The results that I get when running my old simulation and erroneous.
Maybe there’s a bug with the data base or other ???
I have also a similar problem with my live portfolio. One give me a buy recommandation and the other that is a copy of the first do not recommend any buy…
Yea. Something happened to one of my sims. Not trivial: 10% less than previous annualized and the drawdown is about 9% greater.
Nothing to do with the beta in my case. For example, turning a port directly into a sim–as I do often to make sure my port settings are correct—still shows a decrease in performance. Never went to the beta site.
Comparing a live port and the sim upon which the the port is based shows a good amount of discrepancy in the trades and holdings.
Due to just my human error? Possible (I never underestimate my ability to mess up), but there is enough of a discrepancy that I think I would have needed a little help from the computer.
This is a simple sim/port with one sell rule: RankPos > x. Should self-correct after any human error and hold all stocks <= RankPos x, assuming no mergers, no stocks forced into universe and deviation from ideal position weight allows purchase of the new stocks. So a few discrepancies could be expected: but this seems more significant.
And the sim has surely changed from a few days ago.