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Investment Strategies / Mechanical Investing
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Author: Aussi   😊 😞
Number: of 5822 
Subject: Re: Overlaps GTR1 backtest is flawed.
Date: 06/16/26 7:38 PM
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In GTR1 for Dummies, it mentions that the backtest results using picktally may not exactly match. So it may be difficult to cross check. The difference mentioned is up to a couple of percent.

For the "t bill" rate, I think it was like overnight or 3 month. You could check the return by putting in a step that never selects a stock and set a short timeframe and see what is the return. Say stock universe {^S5T} and a step tr(1,10) > 1000



Aussi
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