Hello everybody,
I have made some simulations with (I think) some good results. From these simulations I created the relevant portfolio.
I just make an example (not the best).

This 5 stocks sim I think is quite good; in the last year this sim has a return of about 19% (not too much this year). Viceversa the relevant portfolio has a return of about 1%.
If I check the stock selected of sim and pf (realized trade), the stocks are often the same, other time are different, and even when the stocks are bought in the same day them are often sold in different date, therefore with different return.
So the question is simple….Why am I stressing myself spending time finding new performing simulation if at the end the relevant portfolio behalf in a different way with poor performance when not negative.
What can I do or have to do? How can I ménage this situation?
Thanks to those who will help.
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Requested by: Fabiolo1
On date: 03/30/16
Category: Portfolio

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