Data Delay

The returns for a given point in time on the model analysis graph are calculated based on a full trading day using your chosen price type for the model. As an example, if you chose open as the price type for your model, then for any given day the returns are calculated using the open price of each security on that day, and the open price of each security on the next trading day.

Price data for the present day is not available when we generate predictive trades for a live model, so returns for the present day and the previous trading day will not be available. This is indicated by a grey dotted line on the performance graph.