Serious Error with Rolling Test

[geov]

I did 2 Rolling Tests for this sim:
https://www.portfolio123.com/port_summary.jsp?portid=1579595

Period = 3 years
Rolling offset = 3 months

Date range 01/01/2003 - 08/03/2019 (Setting-1)
Date range 01/01/2003 - 07/01/2009 (Setting-2)

Port Period Returns for Setting-1 incorrect.
Port Period Returns for Setting-2 correct.

Bench Period Returns for Setting-1 and -2 are identical.

The reason for the error is the end date setting. The last end date for a correct result is 4/1/2014 for this particular test. An end date of 5/1/2014 already produces wrong results.

Please investigate.

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[geov]

P123 Team,
Is anybody looking at this problem. Until resolved, one should not rely on output from rolling tests because results may be wrong.

[tedb]

Sorry for the delay Geov

We’ve looking into this - will update when we’ve found the source of the problem.

thanks
ted

[geov]

Thank you, glad that this is being investigated.

[tedb]

Hi Geov

The error is coming from the Portfolio function used in the sim you’re using for the rolling test.

Still working on the fix.

Thanks
ted

[geov]

Thanks Ted,
I suspected that “portfolio” was the culprit. I love this function because I can use it to elegantly combine various market timer ports into one timer for astounding returns.

[aschiff]

The issue has been resolved. Thanks for your patience.

[geov]

Thank you.
I checked and results are correct now. It is good to know that there is a dedicated and knowledgeable P123 Team to resolve issues and make this platform better all the time.