XLI

[pdp-brugge]

Pascal,

There is something that I do not understand...
In the XLX file I downloaded Saterdaymorning (with the close of Friday processed), the XLI was still "Bought".
In the file that I have downloaded this morning (with the close of yesterday processed), the XLI model is in "Cash" since 23/08 (last week Thursday).
Is this anomaly caused by the same origin as yesterday when the XLI MF graph was not showing correctly?

My second question is what is the rule that you have defined for a model to be in Cash.
The coincidence with my Combo-MF strategy (where my XLI model turned to Cash yesterday) is striking.
If not by the possible error of the corrupted XLI MF Graph, my model would have turned to Cash one trading day earlier.
I wonder what the rules are that you use.

PdP