When are Stock Factor updates recognized?

I don’t remember if this has been answered, but when are Stock Factor changes recognized by the system?

I made changes to a SF yesterday and the d/l file has these entries;


But when I screen the Universe that invokes this SF (w/ 07/25/2022 As of Date), ABTX is still a member and ACH is missing.


From my experience the buy date should be a Friday ( 7/22) and the sell date should be a Thursday (7/21) for the system to recognize the transactions on a Monday (7/25).

Your date of Sunday (7/24) will only be recognized next Monday (8/01).

In the past, I’ve used Sat dates w/ a file that is based on the diff of old vs new. That works. Separating the buys and sells isn’t necessary. I would like to believe that the updates are done on some schedule.

After understanding this, I want to tackle the SF survivorship bias problem.

That is correct. The reason I separate the buy and sell dates is to keep the sells and buys together in a group.

Ok, so the update finally appeared on 7/26.

When are SF system updates run?


Walter -

We’re looking into this and hope to have an answer for you next week.

  • Yuval

OK, this is a bit weird.

I made a SF update on 7/30/22. Under the Universe screener, the update isn’t visible. However, it is visible when using the Screener w/ the universe selected.

Both screener runs have 08/01/2022 for the ‘As of’ date.

Again, I’m seeing that SF updates are visible using the Screener w/ the universe selected but not under the Universe screener.

We’re still working on a fix. Apologies for the delay.

Because this is a complicated issue and we want to release European data soon, we’ve put the fix off for a couple of weeks. My apologies. We will get it done, fear not.

Thanks for the update. Much appreciated!

We’ve now fixed this, along with a related problem having to do with when CompleteStmt is recognized. Please let us know if you’re having any further problems with it.

So … when are SF updates recognized? Immediately? At next data updated?

The update is recognized on the as-of date. If it’s today, it’s recognized today. In other words, it should work as you expect it to.

As far as know, that was been the case before. The problem was that there was a latency to when the system recognized the ‘As of’ date. A Sunday update - with a Sunday date - wouldn’t be visible in the system until Tuesday. But once it’s visible, the ‘As of’ date would reflect the new data back to Sunday.

I’ll recheck after I make this weekends update.

As far as I understand it, that “latency” is gone now.

Ok, the fix worked for a week or two.

I updated a SF this past Sunday (9/11/22) and, as of today (Monday), the update is visible in the Universe that uses the SF. That’s good.

However, a screen that uses that Universe still has the pre-update stocks. That’s bad.

How does that happen? Is it using a cached version of the Universe? I did login/logout but to no avail.


I think there’s a problem with Stock Factors.

I have a model that uses a Universe based on Stock Factors. That model has ‘Force Positions into Universe’ = No. When a stock is dropped from the Universe, it’s given a ‘NO RANK’ status and it’s dropped from the holdings.

However, this week that did not happen.

Please see holding AEL in this model;

The SF history for AEL is;

What’s happening here?


Walter -

We’re looking into this and will get back to you soon. It seems that Monday universe calculations are based on Saturday’s data, which I think would explain this behavior. But I may be mistaken. I’ll update you when I know more.

  • Yuval