What about adding longer holding periods to screens & sims, say 2-3 years? There are some strategies that are optimized with holding periods > 1 year. Note: this might be more useful in an advanced backtest, so that the # backtests does not depend on the completion of each test, which would otherwise result in a small sample size.
Thx,
Ed
View the feature request here.
Ed,
To me, that only makes some sense in the Screener. In the Simulations it is easy to run tests to determine if longer holding periods works. You can have any holding period you want even if the rebalance is set to weekly. Just use a sell rule like; NoDays > 730 (for 2 years) NoDays > 1095 (for 3 years) etc. That rule won’t sell any stocks until the number of days is reached. However, there are many reasons you may not want to hold all of the stocks for very long time periods. Just add additional sell rules to cover those reasons.
Denny 
Good point, Denny. But yes, I continue to think it makes sense for the Screener.
Ed
I would like to have longer re-balancing periods in the screener too. P123, please take note!
Can we please get this feature added? It seems to be the highest scored request in the Screener requests. It would be so helpful to have longer than 1 year holding periods (2, 3, 4, 5 years) and seems like it’d be relatively easy to implement!
Dear all,
I agree !
Computer power used for 2,3,5,10 years would be far less than daily rebalancing ! 
Why this - probably simple feature to implement - isn’t already available as it was asked more than one year ago ? [:((]
It seems to be crucial for 20 of your customers ? http://www.portfolio123.com/feature_request.jsp?featureReqID=964
Why create a “custom holding period” in “rolling backtest” if one can’t use it for more than 365 days (“Aborted! ERROR: Invalid holding period” error message) ?
Thanks in advance
ps: I have a friend who traded quite a bit. And one day he simply computed how much if would have made if instead of trading he had simply kept his first stock portfolio holdings for 5 years. Much to his surprise, in his case, he would have earned more doing quite nothing !
Maybe sometimes it counts being different ?
See attached images for the average holding periods.
Sources:
https://www.mfs.com/subs/home-microsite/pdf/14_05_wp_lengthening_the_investment_time_horizon.pdf
