What @boyohboy said. The model might buy a stock and sell it on the following week. It could also buy a stock and sell it after a few years. The selling criteria is based on ranking deterioration or market timing to switch everything to cash (or bonds ETF). Statiscally, each stock is held for about 6 months. And the model usually buys a stock or 2 per month. That's average - some months have lots of buy and sells, while others go with no action for a while.porticoman wrote: ↑Oct 10th, 2017 11:41 amRod on the OP I see three holdings that have aged 200 days, the other seven are between 18 to 90 days.
In your first report there is a term "turnover 86%", what does that mean?
On the three position that are over 200 days, is there a time when these would be sold?
What if any criteria are you using to sell those long hold positions or any position?
How would you describe your trading behaviour - could it be 'swing trading', or buy & exit on a certain increase, or 'it doesn't matter', it could be buy & hold long more than 365 days?
This model is a form of short term investing - it relies on fundamentals to find price disconnected from true value, and it usually takes time to catch up. It's a mechanical model, so sometimes a stock will be sold for little or no gain, but simulation (and the current short out-of-sample) has shown decent total return.