Subject: Re: YEY Failure Analysis
My simple minded check for randomness is to never invest in a screen that doesn’t outperform
with a hold of a much larger number of equities than you intend to invest in. YEY has still done
well from 1987 to 2024 with daily start tests holding 50 stocks with 0.4% friction.
CAGR 15.2%
SAWR 8.6%
MDD -55
UI 8.96
AT 4.3
http://gtr1.net/2013/?!!QlpoMT...

RAM