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2 results found

  1. Bug with historical watchlists in back tester

    2 votes
    0 comments  ·  VectorVest 7 » BackTests  ·  Admin →
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    Austin Andruss shared this idea  · 

  2. Eliminate Survivorship Bias at least for the S&P 500

    6 votes
    2 comments  ·  VectorVest 7 » BackTests  ·  Admin →
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    Austin Andruss commented  · 

    I too am having issues. The W-O-W Winners search that was a VV model portfolio for the last couple years has the same issues. I ran back tests all the way back to 2003 thinking I had an unbeatable strategy only to then realize the stocks being selected in the back test were not what would have appeared in the actual search on that historical date. This appears to be an issue with any unisearch that filters by a watchlist. Even VV supported watchlist that are supposed to be historical like all the S&P lists and NASDAQ 100.

    Austin Andruss supported this idea  ·