Currently the portfolio holds SPY, so far held for a period of 77 days, and showing 3.54% return to 9/23/2013
A starting capital of $100,000 at inception on 1/2/2009 would have grown to $356,976 which includes $1823 cash ($1752 dividends received on 9/23/13) and excludes $9,030 spent on fees and slippage.
What does ‘Rank’ mean on the performance page?
Why is inception 2009..i thought the backtesting was 2000.
The Best(SPY-SH) has a ranking system which ranks the 2 components. In down-markets SH should get the higher rank and therefore it will be bought instead of SPY, and vice versa.
Inception of the demonstration model is 1/2/2009 and the backtest was done from 1/2/1999 onwards. Reason for the 2009 start date is to make this model’s performance comparable to the Best10 model which also starts at that date.