Subject: Re: Mungo MI - is it working?
Seems like you're doing a similar but more generic thing with a variable N, so your "score" is the size of N, and my "score" is the number out of 9.

Yup, same idea.
Somehow I think a strategy that beat its benchmark for (say) 7 out of 8 years or 8/8 is better than one with the same CAGR but got all its advantage in the last year.

One of my screens is designed to be good that way. It specifically targets tracking the market fairly closely, just aiming for a small and relatively constant edge. The sort of result you would get by buying the entire universe of stocks, except simply skipping a whole bunch that are likely duds.

In fact I have a screen like that too, though I'm not using it: it's basically a long list of crap filters.

Jim