Today I copied a sim and ran it. It has significantly different results than the original., about 5% difference on the annual return over a 10 year period.
I re-ran the original, and it stayed the same.
As far as I can tell they are identical: RS, Universe, time period, NA settings, PIT, ect…
I can run both SIMs back to back and they maintain their same performance from the previous run but differ from each other.
I’ve noticed this before but decided to figure it out this weekend.
I’ve read the other threads about fact-set not being PIT.
I don’t think that’s the issue since I am running both sims within minutes of each other.
Is there some obscure setting that gets changed when you save a sim as a new sim?
Thanks
Tony
Update:
I suspect it may have something to do with the “Ranking Method” within the ranking system.
Even though both sims pointed to the same RS, the RS ranking method was set to “negative” while both sims were set to “Neutral”. When I changed the RS method to “Neutral” both sims suddenly had the same results, although the results were lower than the better of the two sims and I cannot get back to the better SIM results. Something seems fishy with the “Ranking Method” within the RS. Does the SIM ranking method override the RS ranking method? Do they work together somehow?
Thanks
Tony