Diagnosing Backtest Sell-Date Discrepancies and Missing Data

Summary

This support note investigates why a portfolio log showed a sale on one date while the holding still appeared in positions and no sell signal was visible until the following day. The explanation identifies the test universe’s end-date setting: it extended through a date whose data was not yet available at the time of the run. Setting the end date to the current available date resolved the reported timing issue. The response also notes that extending the end date by one day can help display the latest market movement in a backtest chart.

A separate discrepancy in sorted data row counts was traced to numerous missing values in a trailing price-to-earnings field on the earlier date, with the cause still under investigation. This is a debugging example, not a trading method or evidence about strategy returns. It highlights how data availability, backtest date boundaries, and missing factor observations can affect apparent trade timing and dataset size; the note does not establish a broader fix for the underlying missing values.

Key ideas

• A backtest end date beyond the data currently available can explain apparent delays in trade signals.
• Aligning the test range with available market data resolved the reported date discrepancy.
• An extra date in the configured range may affect chart display of recent price movements.
• The smaller data count was linked to missing observations in a trailing valuation field.
• The cause of the missing values remained unresolved in the note.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.