DaysLate doesn't work in Sim?

I created a sim with a Sell Rule of DaysLate > 40, but it doesnt sell the stock HRBR until August 2024, while DaysLate is increasing since March and hit 40 around the start of May 2024. Any ideas why that is? I want to avoid companies that are about to go dark, because that usually lets the stock price drop and you are left with a ticker without liquidity. Rebalance is set to weekly.

1 Like

Found the problem even though i don't really understand it, if i add a BuyRule with DaysLate <40 it works, the stock got bought again after selling, BUT i had a universe rule with DaysLate<40. I thought that would be the same, but apparently its not. Is the universe fixed at the start of the sim, or when do the universe rules apply?

Is it because "Force Positions into Universe=Yes" forces positions after a sell into the universe, so it gets rebought immediately without the buy rule?

Not following exactly. Your first post is about when the stock was sold, second post is about buy rules?

In any event, universes are recalculated at every rebalance. It sounds like "Force Positions into Universe" is the root cause, and it's doing what it's supposed to do.

Yes that was the problem, i think i figured it out while writing these posts :slight_smile: .
Thanks for the clarification about the universe recalculations, i was not 100% sure about that.

Hello.... :smiling_face_with_three_hearts:

As per my knowledge, Even if the DaysLate hit 40 in early May, the rule may only check on the rebalance day, which could be missing the mark if the stock’s status changes between those checks. You might also want to check if there are any other constraints or conditions in your simulation that could be preventing the sell. To avoid stocks going dark, consider adding an additional rule that flags companies with low trading volumes or other risk factors, and ensure your simulation checks more frequently than once a week.

I hope this will help you!

Respected community member! :blush: