Tickers count as alive for 10 rows after their last bar, so a newest row
printed by a few early tickers is dropped until the rest arrive. The
benchmark-print session rule now applies only to the mixed US/HK ETF panel:
Yahoo's 510300.SS lags CN stocks by days and would stall the CN book.
Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>
- Monthly/yearly returns chain from the previous period's close (the first
trading day of every period was dropped; up to ~9pp/yr error).
- With cash injections, metrics/drawdowns/periodic returns are time-weighted
on the no-injection curve; capitalFlows reports invested/profit separately.
- Benchmarks cover exactly the strategies' dates.
- CAGR uses calendar time, so gaps in live records do not inflate it.
- Backtests skip the per-trade fee for rebalances below the live minimum
order and keep a ruined portfolio at zero.
- live: exact strategy match, ineligible strategies hidden, currency,
startDate, same-window benchmark, stale-price fallback, equity anchored at
the initial capital.
- PIT membership falls back to the cached history when the Wikipedia change
log cannot be parsed (the table is no longer on the page).
Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>
