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When using AddToComposite with the Equity() function, I am getting
what seems to be different results that what is being backtested. If
I am overlooking something simple here, please forgive me.
Example: 3/31/2000 through 3/21/2003 shows a steep decline in the
composite value of Equity(): about -15%. Yet when I run a portfolio
backtest for the same period, the system shows a +85% return. There
are no ExRem statements.
What am I missing here.
-Eric.
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