Barry Cohen Icon     Posts: 1844 Joined: 10/11/2012  User Profile | After running some tests, I believe (waiting to verify) that Dynamic Portfolios are rebalancing the strategies as long as the account that was used to create to create the DP has not been deleted or modified. But, in Portfolio Wizard, the Output tab seems to have some issues, which makes verifying that rebalancing is taking place difficult. When you click on an existing DP, Portfolio Wizard opens & the Dashboard, Strategies, & Evaluation Functions tabs all correctly show the settings used for the selected DP (as long as the account still exists). The Output tab, however, does not, & is currently showing only the results from the last Portfolio Analysis that has been run. Furthermore, after rebalancing occurs, the Output tab might not be displaying the latest strategies. I'm waiting to verify this as well, but that's my guess. With the Output tab not working, it's difficult to verify that rebalancing is occurring, but you can verify it by viewing simulated (or actual) trades on a DP. Say you have a DP that has an analysis using 20 strategies & only selecting 2 each month. After rebalancing occurs if simulated (or actual) trades start occurring from the same 2 strategies, most likely the rebalance failed. But if you begin to see trades from a different strategy, then the rebalance likely worked correctly. Another way to verify would be to run a Portfolio Wizard analysis, create a DP, then follow that DP & don't run another PW analysis. That way the Output tab should remain showing the results of the last DP. I'll be running some tests over the holiday to verify, but I wanted to share what I know so far. | |
