How to Enter All Existing Positions for a New Account

Greg writes: I was listening to you episode 197, especially regarding the question about entering all existing positions for a new account or new money. Your reason for doing that make total sense if it is important to the manager to ensure that all accounts perfectly mirror performance of the overall portfolio. However, I think you missed the most important reason not to do that. That is simply that entering a new position at some point after the initial entry signal does not follow the rules of the system. Through backtesting, you may find that profitability of the strategy drops significantly if you enter a position later than the actual entry bar. So what are your thoughts?

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