Live portfolio updates clarification

Hi Ivan

I would like to clarify with you on the following live updates received for the backtest on 4 Dec and 5 Dec via email (see screenshot below).

The positions in 4 Dec live updates did not include BHG Retail Reit.  However the positions in 5 Dec live updates included BHG Retail Reit even though there was no orders on both dates.  Why is the BHG Retail Reit included in the 5 Dec live updates?  And also why is the portfolio weights on both dates did not add up to 100%?

Hi Ivan

How about the BHG Retail Reit that was being included in the 5 Dec portfolio even though there was no order on the 4 Dec or 5 Dec? 

Hi Yeo,

Seems that the issue was with Eagle Hospitality Trust which has been delisted. As the REIT was delisted, the price was flat causing it to be selected by your low volatility factor. My data provider also stopped updating the price of this REIT after the 3rd of December. Can you please run your backtest again but remove Eagle Hospitality Trust (LIW.SG) from the investment universe?  Thankyou.

Hi Ivan

I have attached the backtest results. 

Thanks.

Can you please let me know the link to your backtest results? Thanks.