Subject: Claude test of Nasdaq100 1 year mo strategy
A friend using Claude tested top 5 and 10 by 1 year momentum stocks in the Nasdaq100 back through 2006 and confirms that a SMA timing strategy's sweet spot is between 17 and 24 months. If you get out when SPY is below that SMA you increase the CAGR and sharpe, and drop the MDD from not timing.
In that post-2005 window you beat QQQ's CAGR by 7% but not QQQ's better drawdown and sharpe, with or without timing the strategy, per my friend's run on Claude.