Subject: Re: Some data in various hold times on a Jim screen.
https://gtr1.net/2013/?s200301...
10HTD15 is slightly lower but with half the turnover.
That's a 2003 start date. Nasdaq had a huge pop 10/1999 - 3/2000 and then a subsequent crash, so I generally avoid that in backtests. Anyway 2003-now is 23 years, which seems good enough.
The full date range from 19850201 to 20251128 is even better: 26.76% avg.
I check "Rebalance to equal weight among new positions only", because that's how I trade. And probably most people.