Tom,
Thanks for taking a look. Did you copy the RS and set the start date of the sim to 3/3/2014? I get a difference of less than 1% over six months for 'Estimated Earnings Yield '.
Chipper,
I agree with you. If we do a ‘forced weekly sell’ that’s fine. I started the sim on 2/27/14, that’s when the port starts. I get what you are doing.
Everytime a different stock is bought…with forced weekly ‘turn’…something’s up. (So long as both are buying on Mondays). So…we’d want to ‘count’ the number of instances of those.
I said ‘15%’ diff…because 1% is roughly 15% of 6%…so the difference of 6% to 7% is roughly a difference of 15% ‘variance’ in the total outcome. Likely due (in this case) to one holding (on average) being different.
I’m gonna run this on some factors that I have doubts about and see what happens. Thanks.
Best,
Tom