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Rotation model issues with holdings (2)
W bitfool wrote 4 days ago ...

Summarizing here so that they can be tracked more easily. They may well be related.

  1. Too many holdings: Set the PMO Go-Go model to 10 holdings and run it on Nasdaq 100, and sometimes it has more than 10 positions (12-15 reported)
  2. Too few holdings: Look at the equity and cash curves, sometimes it holds fewer than the number of holdings. Tested with PMO Go-Go and 2 holdings, and during two different periods it was holding only one stock.
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Q Glitch posted 4 days ago

Please try now, the problem was that the weekly compression was not passing along the dynamic executable ranges for QPremium. This has been resolved, so the positions should now close when they have left the index historically. I still see an issue where there are currently 9 positions instead of 10. Will need to drill down into this case, but I think it's possible that even with 1.1 margin if there's a significant gap up equity might get exhausted leading to one of the trades being NSF.

Please try now, the problem was that the weekly compression was not passing along the dynamic executable ranges for QPremium. This has been resolved, so the positions should now close when they have left the index historically. I still see an issue where there are currently 9 positions instead of 10. Will need to drill down into this case, but I think it's possible that even with 1.1 margin if there's a significant gap up equity might get exhausted leading to one of the trades being NSF.
W bitfool posted 4 days ago

Great for #1, thanks. Eager for #2 as well. Related, could we please allow the margin to be set (it's currently uneditable at 1.1)? IRA accounts are good for rotations, but no margin is available for IRAs.

Great for #1, thanks. Eager for #2 as well. Related, could we please allow the margin to be set (it's currently uneditable at 1.1)? IRA accounts are good for rotations, but no margin is available for IRAs.
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