I just watch the 3 short videos relating to the divergence.
I take this opportunity to say how excellent these videos are, and the useful French subtitles.
You replied that the divergence on the Darwin page was based on the real divergence of investors.
Here are extracts from the subtitles of the video provided as a response:
"you can see a simulation of divergence based on the current monthly divergence %…
“…and Investor estimated return considering current current monthly divergence”
So in fact it would be an estimate based on a simulation ?
If I insist on this question is that on my Darwin NEW, my Scalability attribute keeps increasing, that on Darwin’s page a 0.39% positive Divergence is displayed, but that in my portfolio I see a Negative divergence of 0.21%.
Moreover, I can observe a sometimes significant spread between the divergence of the Darwin page and that indicated in my portfolio. Of the 16 Darwins currently in my portfolio.
I created NEW as a test tool to understand the system in detail before launching a new Dawin, which is why I want to get to the bottom of things.
Another question, when modeling the divergence displayed on the page of Darwin, the system is based on a deposit in Dollars, in Euros, in Sterling?
The question is well founded, since it affects divergence.