Hi @Definedge @@Definedge-Experts Team @Prashant-Shah

This is to bring to your notice that I have identified a serious bug in the Momentum Investing Scanner, which requires your urgent attention.

I have backtested MIP_37 from 01-01-2008 to 31-07-2009.

1st Scenario)

Step 1) Opened Momentum Investing Scanner in RZone
Step 2) Checked Momentify
Step 3) Selected MIP_37 which was directly saved from sample strategies
Step 4) Ran it as Lumpsump from 01-01-2008 to 31-07-2009

Result CAGR- (-34.73%), DD (-64.81%)

2nd Scenario)

Step 1) Went Back
Step 2) Clicked on Market Filter, then clicked save button
Step 3) Ran it as Lumpsump from 01-01-2008 to 31-07-2009

Result CAGR- (-20.98%), DD (-46.31%)

Why such delta. It seems when we are importing strategy from Momentify to Rzone it is not taking Market Filter into account while backtesting. Please look into this matter as soon as possible. I have recorded it as well

PFA attached video link: link text

Hi Team

I have tried reaching you multilple times through different mediums but not unable to get the solution.
There is discrepancy in backtesting results of MIP_37 as per the book with all the parameters kept same. Need your intervention in this as it breaks trust in the process.

MIP 37 - Book results are : CAGR - 36.57% & Drawdown - 21.92%
Actual Backtesting results : CAGR - 32.72% & Drawdown - 52.92%

@Definedge @@Definedge-Experts @Prashant-Shah Sir @Brijesh-Bhatia Sir, require your and Prashant Sir's intervention as well as i am not getting the required support

@Harshal-Chokhawala Did you get any update on deviation in results in MIP-37.
@Definedge @@Definedge-Experts @Definedge Please look into the matter as soon as possible