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Steve Mayo

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Joined: 10/11/2012
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Subject : RE: Portfolio Builder Simulation Change
Posted : 2/13/2016 10:12 PM
Post #35676 - In reply to #35675

Assuming you are using "Filter, Rank & Combine" mode, port builder runs an optimization where it does what's called "Iterative Strategy Selection" (ISS). That is an optimization process that is highly dependent on the starting point, so moving even a day forward/backward can make a difference...moving 6 years would certainly give you vastly different results.

[Edited by Steve Mayo on 2/13/2016 10:17 PM]

Deleting message 35676 : RE: Portfolio Builder Simulation Change


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