Post #4827 by musselmant on the Mechanical Investing board

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Investment Strategies / Mechanical Investing

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Zacks' internal backtesting is with 20-20 hindsight since it only releases new Zacks rank and other data changes over the weekend so you can use it until Mondays, but its backtesting pretends you had it all at market close Friday and their backtests pretend you traded with the new Zacks rank at Friday's close.
When I hand-tested strategies with real-world stock prices it cut Zacks the company's strategies' returns in half.
But with Robbie's tester you are getting what you code for not 20-20 hindsight.
And my example here assumed a 1 day delay before you trade so it should be avoiding Zacks' backtester's issues.

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