When I use the SPY as a benchmark symbol for a simple daily strategy, the SPY's annual returns for 2025 are incorrect in the performance table for monthly returns.
APR SPY 2025 = 3.77% (??)
I searched for the ticker symbol SPY in my system folder and deleted it, but that didn't change anything.
Does anyone else have this problem? Bug?
APR SPY 2025 = 3.77% (??)
I searched for the ticker symbol SPY in my system folder and deleted it, but that didn't change anything.
Does anyone else have this problem? Bug?
Rename
Without the details for the actual test, this info may explain it:
The benchmark buy & hold starts on the StartIndex, which is when the indicators become valid and the strategy can start trading. If using a 200-bar moving average and testing for 2025, the benchmark buy & trade would have started with the opening trade on (or around) 22-Oct-2025 and ended with the close on 31-Dec. That one would be a 1.46% gain and about 7.8% APR.
The benchmark buy & hold starts on the StartIndex, which is when the indicators become valid and the strategy can start trading. If using a 200-bar moving average and testing for 2025, the benchmark buy & trade would have started with the opening trade on (or around) 22-Oct-2025 and ended with the close on 31-Dec. That one would be a 1.46% gain and about 7.8% APR.
HI Cone!
I backtested a strategy that I have had stored on my computer for years. Suddenly, the benchmark is no longer correct. And not just for this one strategy, but for all the strategies I test. Other benchmark symbols such as QQQ also show incorrect comparative values for the year 2025. Example 1 with SPY as the benchmark, example 2 with QQQ. I am Using WL Build 152
I backtested a strategy that I have had stored on my computer for years. Suddenly, the benchmark is no longer correct. And not just for this one strategy, but for all the strategies I test. Other benchmark symbols such as QQQ also show incorrect comparative values for the year 2025. Example 1 with SPY as the benchmark, example 2 with QQQ. I am Using WL Build 152
Thanks for the image. Now I see we're talking about something different entirely.
Which Historical Provider do you have checked at the top of the list in the Data Manager? It would be good to see a chart on your machine for 2025 from that provider.
Here's the result of a Buy & Hold backtest of Wealth-Data QQQ with QQQ also as the benchmark. (Dividends not applied.)
Which Historical Provider do you have checked at the top of the list in the Data Manager? It would be good to see a chart on your machine for 2025 from that provider.
Here's the result of a Buy & Hold backtest of Wealth-Data QQQ with QQQ also as the benchmark. (Dividends not applied.)
Yahoo. But when I disable Yahoo, the results don't change.
Quite a mystery. Try this for a test:
Preferences > Backtest > Other Settings > Futures Mode ... if checked, uncheck it, and run your backtest again to see if anything changed.
Preferences > Backtest > Other Settings > Futures Mode ... if checked, uncheck it, and run your backtest again to see if anything changed.
Thanks. Will come back to this on monday.
Preferences > Backtest > Other Settings > Futures Mode
Done - check/uncheck - nothing changes...
This setting was unchecked all the time!
I am also using WL on a second pc (server).
There are also wrong monthly return results with benchmarks like syp, qqq etc. Two machine - same bad results...
On Server: WL Build 132 - I deliberately did not do an update.
Local PC: WL Build 152
Any Ideas please that could help, Cone?
Done - check/uncheck - nothing changes...
This setting was unchecked all the time!
I am also using WL on a second pc (server).
There are also wrong monthly return results with benchmarks like syp, qqq etc. Two machine - same bad results...
On Server: WL Build 132 - I deliberately did not do an update.
Local PC: WL Build 152
Any Ideas please that could help, Cone?
I think you should write support at info@wealth-lab.com with a reference to this url.
Email sent! Thanks Cone!
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