Has anyone compared the results of actual testing backtest screen results with buying the stocks in a virtual trading account for say 3 months and compared the results to see how much difference there is between the two?


Attach file (image (.gif, or .jpg), screen (.und) or report (.rpd))
TWQS1
at 01/11/18 2:49 PM : RE: virtual trading vs backtest

Norman
at 01/11/18 10:32 AM : RE: virtual trading vs backtest

donihue
at 01/10/18 12:58 PM : RE: virtual trading vs backtest

TWQS1
at 01/04/18 9:16 AM : RE: virtual trading vs backtest

DrewM
at 12/06/16 12:03 PM : RE: virtual trading vs backtest

TWQS1
at 01/22/18 7:37 AM : RE: virtual trading vs backtest


If I understand this correctly, RW accounts for dividends so the return would be slightly higher for a portfolio with stocks that pay dividends.  
 

Total Return of Portfolio % – the return of the portfolio comprised of stocks

that passed the screening criteria for the period. The returns are "forward -

looking" - that is the return value for the week 6/11/1999 represents the

return that would be earned during the week from 6/11/1999 to 6/18/1999.

These returns are unweighted - in other words, the return for the portfolio is

the arithmetic mean of the returns for individual companies in the portfolio.

 

Calculation: Total Return of Portfolio%: TotRet = PrChMean + DivYldMean *

nWeekBt / 52; where PrChMean = Average of i120 (1 wk) or i11(4 wk) or

i13(12 wk) or i15(24 wk) for active universe (DBCMHIST), and DivYldMean =

Average i26 for active universe.


Attach file (image (.gif, or .jpg), screen (.und) or report (.rpd))

For questions or more information or to Order Today, call 1-800-767-3771, ext. 9392 or 1-312-630-9890, ext. 9392
You can also e-mail our Sales Support at: kevinm@zacks.com
Copyright 2012
Zacks Investment Research
111 N. Canal St., Suite 1101, Chicago, IL 60606
(800) 767-3771 ext. 9392