I forgot to do my ndx rotation trades last night somehow so i thought i’d do it this morning. i am using 5 positions and the (“worstRankHeld”, 8 ) option. Last month (still do) i had a position in WDAY, when i ran my exploration this morning on the data from yesterday (31/3) i see that it had slipped to 9th on my ranking, all good ill just swap it out for the highest on the list. When i run a backtest over the last few months though it is still holding WDAY as of today. Am i missing something? shouldn’t this have moved out because it is 9th on my rankings?
What’s everyones thoughts?