Hi Clive, A couple of weird things about the new spreadsheet. The first was that when I downloaded it, for some unknown reason the dates for SSO were screwed up and out of order. Took me a while to figure that one out and go get a fresh set of data and confirm that the pricing was correct. All the prices were correct except for the very last one, December 2014 which was off ~$4.
BTW, I like that you used ISO standard for displaying the dates.
Also the data for the B/H column was for SPY, not SSO, but that did not make all that much difference in the results. Go figure.
Next, when I reduced the total portfolio to $10k from $100k to match what I normally use, Vealies started showing up and the draw down increased. This happened across all three tabs. Again, no clue.
It looks like you did both a delayed buy and a delayed sell for both Orcroft tabs, correct? I can't quite figure out how you did it. Can you reveal your secret, please? Somehow the formulas are as clear as mud to me. Probably my bad eyes.
Thanks,
Allen
