Subject: Pure RS screen
Pure RS screen
A tweek on Baltassar screen

Baltassar mentioned, probably in tongue in cheek: https://gtr1.net/2013/?~S%26P5... (https://www.shrewdm.com/MB?pid...)

I simplified and cleaned it up to get: https://gtr1.net/2013/?~S%26P5...

20.7% CAGR vs. 16.3%

It's better with Nasdaq 100 at 22.4%. Much more volatile, though.

Starting 2009 is shorter period than I like in a backtest.

Starting 1990 feels better.
SP500: 15.7% vs Nas100: 23.5% Volatilities almost equal.
Nas has lower turnover.