@danp Thank you for the explanation! I noticed that in the long short portfolios section of the AI Factor, we're not seeing the portfolio going to zero. When we run the long short screener, it seems to somewhat mirror the AI Factor portfolios page.
Since P123 has always advised relying on simulations for accurate backtests, could you guide us on how to create that portfolio's "Hi-Lo" section using the simulations engine and AIValidation? I'm concerned that the AI Factor HI/LO and Screener results are not built to have real money follow them - this is why we have the simulation engine, right?
Thanks again for your help!