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The week's question
In December 2024, in the thread "Re: BRK: Why Not XOM?", BreckHutHigh asked the members: "What about the long road trips with kids?" This week it is put to everyone again. The button below opens the small thread re-asking it - read what others have said so far, then give your own answer as an ordinary reply.
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Investment Strategies / Mechanical Investing
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Author: musselmant 🐝  😊 😞
Number: of 6132 
Subject: Re: Statistics for Nasdaq 100 monthly Momentum Screen
Date: 05/14/26 7:31 PM
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yes
This is top 10 NDX100 by price performance 9 months trailing (9 to 12 months all worked).
Buy each month (and continue to own unchanged stocks) if SPY is above its 325 trading day MA (300-325 day MA all worked).
Check once a month.

My HTD using ChatGPT did not provide extra return (except for people just buying the #1 stock, in which case holding it as long as it continued in the #1-5 position did improve return).

However others using gtr have HTD strategies.

Gtr allows backtesting to 1985 but it ends 11/2025.

My data starts 10/1993 instead and continues to last month.

So there can be differences between the two.

I got new data and used AI to double-check gtr and bring it forward from 11/2025 but could not get data back to 1985.

But the core of the strategy checked out using either, which was my goal. GTR did not share data, just outcomes; I wanted to see myself if we could duplicate the outcome with checkable data.

We did.

Despite the backtesting using monthly rebalancing so you own equal dollar amounts at the start of each month, in practice I let winners ride, which has paid off handsomely as MU, STX, INTC etc. soared.
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This community has written 6,115 posts about Mechanical Investing. The article-length ones it recommended most:
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