Post #4004 by mapg on the Mechanical Investing board

Investment Strategies / Mechanical Investing ❤

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Addition of a new holiday(6/19) results with the database provided by Microsoft.

Note the odd differences of calandar days with a constant 251 mktday.
As stated before have a lot of respect for others that create database for backtesting.

W/ MktDays  @ 251 /Y               INX:Days   INX:MktDays  SPY:Days   SPY:MktDays  IJH:Days   IJH:MktDays  IJR:Days   IJR:MktDays
   LookBack (adj)          9           3                       1                       2                       1      
    LookBack(6Yr)         2199       2202                    2200                    2201                    2200     
Count(5y:262)           MktDays                   1255                    1255                    1255                    1255
Diff(MD-BM)             MktDays                    0                       0                       0                       0
MAX(5y)                 EndDate    03-Jul-25               03-Jul-25               03-Jul-25               03-Jul-25  
DAYS(5y)                  Days       1828                    1823                    1827                    1823
MIN(5y:261)           StartDate()  01-Jul-20               06-Jul-20               02-Jul-20               06-Jul-20
Diff(Days-BM)             Days         3                      (2)                      2                      (2)

GD_

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