<<Changing your RAIM model to reflect actual trades rather than non-tradable closing signals sounds like a good idea to me. I have seen many models and trading plans that can not be followed due to closing and purchasing time differences. Even the VTO play will not work exactly due to changes from closing numbers on the NDX and actual purchase price availability of the QQQQ in A/H.>>
Henceforth I will start using actual entries into the RAIM reporting on my blog. So trades reported on the blog will reflect market conditions ~15 minutes prior to close.
Another change I will make to the blog portfolio value will be to credit the portfolio for sitting in cash. For example the current money market rate offered by Profunds is listed at 2.46%. Dividing by 12 months, you get 0.205% per month.
I will take the monthly MM rate and prorate the number of days in 100% cash. Will avoid the messiness involved with partial-in/partial-out days. Assuming that the RAIM port is in cash 2/3 of the time, this will add 1.62% to the YTD bottom line (per current rates). I will make this update at the end of each month.
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