We're all much more concerned with market timing these days, and the most attractive sims have extended periods in cash. P123 just lets that money sit at zero interest, which distorts returns and makes it difficult to evaluate one sim against another.

I suggest that sims allow the following on a cash balance:
(a) Invest x% of the balance against the market (simplest would be by shorting the Bench)
(b) Invest the remainder at r% interest

The default should be business as usual, ie x=0, r=0

Notes:
1. Should allow x>100, simulating investment in a leveraged ETF
2. This replaces Feature Request #375 from 2006, which simply asked for display of overall return after adjusting for time when not fully invested.
Results: Total score: 24 , # of Votes: 7 , Average: 3.4
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Requested by: jerrodmason
On date: 05/24/10
Category: Simulation

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