Re: GTR1 leveraged index issue

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Investment Strategies / Mechanical Investing

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I found some GTR1 data problems in several of my screens in early January.
Huge GSD's (like 3000-5000) suddenly appeared for holding 5 or more positions, starting on 20241224.
I emailed Robbie and a week or so later the problem disappeared.
Presumably, some wild data got into an update.

It is possible there is some data issue, as 2 or 3% seems pretty large.
But I'm not familiar with those indices and how far off Yahoo might be.
I'd think that platykurtic is correct.

Mark

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