[daddypro]

Hi, very interesting tool. Thanks for sharing. While playing with it, I see some weights that are confusing. In some portfolios I see weights that are > 1 as well as some that are -ve (and I have long only portfolios) - so not sure how to interpret this (does >1 mean use leverage? I haven't read the blogs in detail yet, but are these portfolio weights static (ie equivalent to buy and hold in these ratios)? Is there anything like recomputing weights periodically and rebalancing the portfolio?

[hydershykh]

So the negative weights are just ignored during the forward and back tests. They are there just to show you the raw portfolios without any filtering.

As for the other question, the weights are just proportions of your money that you should put in each stock. If a weight is negative, that means just short with that proportion. You can simply normalize the weights to sum up to one if it's harder to read them without them being normalized.

Let me know if you have any other questions. Happy to answer.