Subject: Re: Low Vol Screen Using NAS100
I also found nothing worthwhile. The drawdowns were too high compared to the slight gains in CAGRs compared to the SP. The SDs of 26-33% above confirm the 50-65% DDs I saw. Having said that, if you test the final picks with 200 day MA and stay with less than 5-6 picks of the 16, it ain't bad. I am guessing if you used some BCC level and used Qs and SPY you would blow it away. just my thoughts.