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Hi Skate, thanks for providing the code. I've done some comparison tests as you can see below. Only change I made to your AFL was to add a "gonetogod" sell exit when delisted as I'm using current and past XAO consistuents.


1992 to present

[ATTACH=full]121406[/ATTACH]


2008 only

[ATTACH=full]121407[/ATTACH]


2011 only

[ATTACH=full]121408[/ATTACH]


2020 to present

[ATTACH=full]121409[/ATTACH]


I also did annual runs for each year from 1992 to 2020 as well for my system only:

[ATTACH=full]121410[/ATTACH]


I'm running a monte carlo analysis currently so will aim to upload some details on that tomorrow.


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