Philip,
Thy all work in a port (not looking back in a sim) except for earnings revisions. I had hope for this idea but have been disappointed to date. For some reason I have trouble showing positive cherry-picked examples. I could show some. But no worries with this port or the rebalance daily idea so far (I do not have anything else that I rebalance daily).
I have no trouble showing this paper-traded port that I take the time to rebalance daily. It even has the benefit of “yesterday’s close” as I just click rebalance each morning with no editing later.
Just to share that it is, surprisingly, not so useful for the factors I use in my port.
Obviously, could be just the factors or the market (value factors, momentum and others).
FWIW.
-Jim
