IMPORTANT: A fix to the stop-loss logic in simulations will be released today

Looks like the stop-loss logic which must run every day of the week regardless of the rebalance frequency was not being run on Friday’s in portfolio simulations. It only runs Monday-Thursday (if they are not holidays).

The fix will go live after the market close today. If you use the stop-loss module in the Trading System please re-run your sims. Let us know of any issues.

Very sorry for the inconvenience.