Hello Prashant Sir
I tried staggering my strategy across different rebalancing dates to smooth out the equity curve. However, for the exact same time period, my returns actually went down and the maximum drawdown increased. Is it normal for rebalancing dates to change results this much, or did I make a mistake in my backtest?
B
Bharat Golchha
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different cagr for same strategy in same time period on different rebalance dates