No. of Recommendations: 5
How does it compare with the same strategy parameters in GTR1?
In 3 different time period.
Especially 1/3/2003 - 1/3/2020.
And 1/1/2000 - 11/1/2025
--top 10 --htd 12 or 15
BTW and FWIW, pure SMA timing does not work very good. It is too hair-trigger and very whiplash-y.
Better is sell when 4% below the SMA and buy >= SMA.
Survivorship bias — Backtests before 2015 use current Nasdaq 100 constituents.Oops. This make it useless for backtesting. GIGO.
I have always wondered if GTR1 has the same issue. If this and GTR1 have similar results for 1/4/2016 - 1/31/2025, then run another compare for 1/3/2000 - 1/2/2015 and see how they compare.
If the first range results _don't_ match, then one of them is very wrong.
Here's the GTR1 URL:
gtr1.net: GTR1 Backtester - Nasdaq100 top 10and
gtr1.net: GTR1 Backtester - Nasdaq100 top 10 