these are real good….will you run a screen monthly/quarterly to update them or just let them run for the entire year? Thank you Reply
“The portfolios will also be used to start a test of the performance of the portfolios relative to each other as we go forward in time. This in turn will give us an idea of which screeners are performing well in the current market environment, as well as the ones that are performing poorly.” What method are you using to test the performance of each portfolio against each other? Reply
Comparing the appreciation of the portfolio of a whole as a percentage change from its starting value vs. other portfolios and and vs. benchmarks like the S&P 500. Reply
In regards to back tests, does StockRover have the capability to back test these or any other screens back in time? In other words, running a screen with a start date of 12/31/2013, rebalancing yearly and see what the average annualized return were over this 10-year period. Thanks, Paul Reply
You can fashion a backtesting-like screener using historical data found in the equation screener function. This will allow you to see how stocks that would have passed the screener at a time in the past have performed since then. However, the backtesting screeners will be limited to the metrics for which we have historical data and does not consider factors like survivorship bias. Please see the following link on equation screeners https://www.stockrover.com/help/equation-screener/ You will then want to take the screener’s results for each year and add/update them into a portfolio. You can then use the portfolio Analytics to see the annualized return https://www.stockrover.com/help/the-table/row-action-menu/#Adding_to_Portfolios_and_Watchlists
When importing my portfolios, the buy date, for all positions, began on the date that Stock Rover was connected to my broker (Fidelity). Is there a means to import the position’s (open and closed) with the actual buy/sell dates that existed upon import? I.e, the historical trade information. Thanks, Ken Reply
Hello Ken, When you first link your Stock Rover account to your brokerage account(s), Yodlee returns your portfolios’ current positions. Because only your current positions are known, the buy date for each of the holdings is set to the date the connection is established. Please see this blog article on how linked portfolios work in Stock Rover: https://www.stockrover.com/blog/portfolios/managing-portfolios-via-brokerage-integration This section here describes on how to get your position history into Stock Rover: https://www.stockrover.com/blog/portfolios/managing-portfolios-via-brokerage-integration/#Position_History Note, by default we have backcasting turned on for portfolio analytics: https://www.stockrover.com/blog/portfolios/managing-portfolios-via-brokerage-integration/#Backcasting Regards, Ken
