I was working with p123 systems and came across unexpected behavior that I am not sure what to make of it.
I am hoping that someone from the community can point me in the right direction.
Here is the most basic example of an issue. I have the most basic system:
I am trying to pull the ranks for this system for the SP500 universe:
All good up to here except that 100% Stock Rank doesn't really make sense. With 50/50 weight it should be the average of the 2 nodes but it is not. For CEG its 99.8, but neither one of the 2 factors scores at that level. Any thoughts?