Gyroscopic Investing

Back in early 2017, I download historical "adjusted closing price" data from Yahoo Finance to model an alternative version of the PP strategy. The date range was from January 1, 2006 to December 31, 2016.

Yesterday, I updated my model and downloaded data from January, 2006 to December 31, 2018. Interestingly, the results from my model changed for the overlap years (2006-2016).

I compared the two data sets and saw that the data changed for VTI, TLT and SHY, but not for GLD. Ok, so dividend adjustments may be the difference. However, when I looked at the historical dividends, the difference in my data sets is much less than the dividends paid during those periods.

Am I looking at this incorrectly? Or is the Yahoo Finance data unreliable? Maybe both? Is there a better data source available?

Any insight is appreciated. Thank you.

Last year I also used different data sources to calculate my different versions of portfolio. I really got completely confused by it. Digging into it the differences did not make any sense to me and asking questions about it did hardly deliver any answers:
https://www.bogleheads.org/forum/viewto ... 0#p3923640
I finally decided to only use the data from the particular brokers I had my money trusted to (like: I trust you my money, so I better also trust your data). By hand I typed over the data from the charts of my broker.To calculate my results of 2018 I came to an astonishing conclusion that most of the data my broker used from this particular fund was lagging exactly one month behind from all other data sources I could get my hands on.

So my conclusion sofar is: good luck trying to get the truth about stock data.

Yeah, I'm always collecting new data sources and have heard enough weird things about Yahoo data to not trust it. Here's a list of my preferred options, and maybe they'll help you too. https://portfoliocharts.com/portfolio/tools-data/

Yahoo data, just say no. It is no longer a good data source.

A good free source is Tiingo. There are some restrictions on their free data, but I imagine it would cover 99% of the folks here.

Kbg wrote: ↑Sat Jan 19, 2019 10:54 am A good free source is Tiingo. There are some restrictions on their free data, but I imagine it would cover 99% of the folks here.

Thanks for the tip. Quick look into it gives me no hits on european funds. I guess there are more then (100-99=)1% european's around here.

johntaylor wrote: ↑Sat Jan 19, 2019 5:41 pm

Kbg wrote: ↑Sat Jan 19, 2019 10:54 am A good free source is Tiingo. There are some restrictions on their free data, but I imagine it would cover 99% of the folks here.

Thanks for the tip. Quick look into it gives me no hits on european funds. I guess there are more then (100-99=)1% european's around here.

OK, 99% of the Americans around here.