Subject: Re: NDX 100 Momentum Strategy - Code Repository
How does it compare with the same strategy parameters in GTR1?
In 3 different time period.
Especially 1/3/2003 - 1/3/2020.
And 1/1/2000 - 11/1/2025

--top 10 --htd 12 or 15

BTW and FWIW, pure SMA timing does not work very good. It is too hair-trigger and very whiplash-y.
Better is sell when 4% below the SMA and buy >= SMA.



Survivorship bias — Backtests before 2015 use current Nasdaq 100 constituents.
Oops. This make it useless for backtesting. GIGO.

I have always wondered if GTR1 has the same issue. If this and GTR1 have similar results for 1/4/2016 - 1/31/2025, then run another compare for 1/3/2000 - 1/2/2015 and see how they compare.

If the first range results _don't_ match, then one of them is very wrong.

Here's the GTR1 URL: https://gtr1.net/2013/?~Nasdaq...
and
https://gtr1.net/2013/?~Nasdaq...