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Ideas as to what might be going wrong?

Only just now seeing this thread, and having no way to reproduce what was happening, I have no idea. Did you check whether Yahoo! itself had data beyond 20190802?

But a bigger problem than what was most likely a temporary Yahoo! glitch is that your "trade if" condition is probably doing the opposite of what you think it's doing. I assume your intention is for the backtest to trade on the first market day of each month, but instead, it is trading on every market day except the first market day of each month. Your trade condition is this:

if(linear(1,month(0),-1,month(1))!=1,1,0) = 1

I think you must have meant this:

if(linear(1,month(0),-1,month(1))!=0,1,0) = 1

If so, then even better would be this:

notequal(month(0),month(1)) = 1

Better yet would be to create a field label

TradeSig: notequal(month(0),month(1))

and use "TradeSig = 1" as your trade condition so that you can easily confirm that it's behaving as expected by downloading the daily signal values.

Robbie Geary
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