This rank performance looks fishy

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1

I get suspect performance numbers when I do a Performance operation in Ranking with the Dow universe. I get +1600% and a +700% with these settings.

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I ran the Dow through the same period with the screener backtest and got a maximum gain of 11%.

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I ran with other ranking systems and got the same performance numbers, but the buckets were distributed differently which is to be expected.

Mark

2

It is annualizing the data. You have 2 or 3 weeks of absolute data which is being converted to annual data. At least I think this is what is happening.

3

I now see it is compounding the period rate of return, and over 26 periods it is in the 1600 range.
Thanks