Hi,
this is a post that goes hand in hand with this one.
I've added yet another example for using Yahoo adj prices to calculate signals ... versus sticking to Q split only.
Kindly note that although Q is adjusted for splits only, dividends are properly added (although I haven t check that closely) to your cash, so it will be invested at next rebalancing periods.
From that example, using Yahoo did not improve the $ performance, neither reduced the risks (sharpe decreased).
Looking forward to your insights.