MarketTrak Question/Comment Message


Posted By: Roy   Date: Tue Oct 30, 2007

Title: returns

Message:
  When you calculate trading model returns would you use 10/17 as going to cash or 10/22(the earliest date the trade could be made with model 10) or model 12 on about the 24th.

Response:
  On October 17, I showed that version 10 had gone to cash at the close. Since this was not the official version at the time, version 12 results should probably be used for purpose of computing the return up to October 20, the date of the model change.

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