Seasonality And The Ivy-10 Portfolio

About the Author Jeff Swanson

Jeff is the founder of System Trader Success - a website and mission to empowering the retail trader with the proper knowledge and tools to become a profitable trader the world of quantitative/automated trading.

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  • Mark says:

    This is an old article (I’m behind) but I know one guy who claims that ETFReplay looks ahead one day to determine what stocks to buy for the next period. He was able to replicate their data by taking the last 89 days plus the next day, for example. Can you confirm this?

    • I’ve had a few other people say similar things, but have yet to see any proof of it. So I remain skeptical that there is any significant issue with their data.

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