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No. of Recommendations: 1
Robbie, I was backtesting a B&H portfolio of some picks an investment letter had in 2007 on GTR1 and got strange results, apparently due to TIE.
TIE, then called Titanium Metals, is now owned by a subsidiary of BRK/A, Precision Cast Parts. So how GTR1 got values for it, I don't know, but I thought you might want to see the results.,20%29tn4%7bU:%7bTIE%...

I tried adding X3:: before the stock symbols, with no material change.

As always, it might be my misuse of GTR1, which I've never mastered.

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No. of Recommendations: 3
rrjjgg - If I understand your concern, it is that TIE doesn't show up when you run the screener.

From the Command Translation:

Universe Start (by union): 19620102
Universe End (by union): 20201023
Retrospective Limit: 800

Screen Number: 0
Base ID: 1
Cycle Count: 1
Pricing Starts: 19960605
Pricing Ends: 20190712
Trading Opens: 19960605
Trading Closes: 20190712
Cycle Offset: 0
Holding Period: 1
Friction: 0%
Command: ./backtest cmdnum=3439 cmdup=3438 cmdtop=3438 yticker=TIE fbfile=sub/_509f266fcd8d931050e7b089c390f6f1/feedback.0000.txt
[Yahoo! Ticker Symbol] == 'TIE'
. . . .

As you noted, TIE was acquired. Hence, pricing ends on 20190712 (and therefore won't show up on the screener after that date).

I think what you want to do is append TIE to its successor in the Universe Builder.

s20190713::XXX (follow on ticker symbol) Sorry, I can't remember if the start date needs to be a trading day, but GTR1 will let you know if there is a problem.

This will maintain your 4-stock universe through present date.

Hope this helps.

For what it's worth, I used the Dummies Manual (section: BUILDING A CUSTOM UNIVERSE) to look up this information.
Hint: make sure the Navigation pane is open in Word to quickly find the right section. Much easier than searching through all of Robbie's many posts on the Universe Builder. At least for me.

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Thanks for your interest and comments Charlie. I did briefly refer to my old copy of GTR1 for Dummies, custom universe, but was just surprised at the weird output when TIE is in the mix. Especially with the GSD(20). I did try using as end date the date TIE data ceased as indicated by GTR1, but still got nonsense for output.
So today I tried much earlier dates. For the year 2010 the reported CAGR is about 150000 and the CAGR in 2012 is reported as -99.7%. The CAGR then oscillates between very high, over 100,000, to very low,-99, in two-year cycles. Curious.

I've never used the universe builder. Maybe that would give more reasonable results.

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Are you using data from Yahoo for TIE? If you are putting {TIE} into the custom builder you will be getting data from Yahoo and you may want to look at the Yahoo historical data. On Feb 19, the closing price was 12.06. On Feb 22 the closing price according to Yahoo was 22900.00. So quite a good gain in three days.

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And the end of 2012 was not good for TIE according to Yahoo

12/28/2012 Close 11,000
12/31/2012 Close 16.51

But not to worry, on Jan 3, 2013 it went back to 11,000.

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Craig, When I earlier tried TIE in Yahoo quotes it gave nothing, as I expected, since it's not currently trading. So
based on your post I tried TIE again, but persisted with historical quotes and found the data you give. Answers my question. Bad data.


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