Subject: Re: 1 Year SIP Backtests to 2024 July
To generate the daily values per screen, which of the cycle (start date) columns from GTR1 did you pick, or did you just average all of the 20?

I averaged the 21 cycles (I used 21 day holds) using a python script. Using average 21-bar returns would be a better approach, and so need to update the python code.