Let’s say you run a trend following type strategy that reconstitutes and rebalances once every 4 weeks.
By having just one trading day every 4 weeks, the strategy’s results are dependent on the trading date. Perhaps the signal would have been different had the strategy traded a week before instead of today.
To diversify over trading dates, ideally, the same strategy is combined in a book four times - each with reconstitution and rebalancing every 4 weeks and with 25% of the capital - but with a different trade day within the timespan of those 4 weeks (1 week before, 2 weeks before and 3 weeks before the original system).
How would you make this happen in Portfolio123?