Gahow Wang
1697bc1641
- 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>
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