Sell daily buy weekly?!

[azouz110]

@Whycliffes

it starts to decline the week before the sell week.

The daily screen uses rankings based on the most recent fundamental data while daily rebalance in a simulation uses rankings based on fundamental data of the previous weekend.

You can vote here to change this:

Daily fundamentals for backtests and rebalances

Project Calculate factors daily instead of weekly for simulations, rebalances and factor list downloads. Also allow for intra-week rebalancing, for example on Tuesday, or daily rebalance for simulations and automatic rebalances. Your Pledge (goal $5,000) poll General Terms By voting you agree to be billed the amount pledged if we decide to do this project. You can retract your pledge anytime before the project kicks off.