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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: lizgdal ✶☼  😊 😞
Number: of 6132 
Subject: Re: Examining 4 timing schemes
Date: 08/18/26 10:24 PM
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No. of Recommendations: 2
{N1T_sma325_100_090} uses timing based on N1T. Using timing based on S5T has lower CAGR and higher risk metrics when applied to N1T. The screen {N1T_MoSMA_N1T} is the same as {N1T_sma325_100_090}, but uses an external screen reference so that the timing signal can be changed to another index. 

CAGR/LDDD3        Screen        CAGR  SAWR  GSD   LDDD3  MDD  UI  Sharpe  AT
   1.52     N1T_sma325_100_090  14.7  9.0   21.0   9.7   -42  13   0.59   0.2
   1.52       N1T_MoSMA_N1T     14.7  9.0   21.0   9.7   -42  13   0.59   0.2
   1.38             N1T         15.8  10.2  21.6  11.4   -54  12   0.77   0.0
   1.11       N1T_MoSMA_S5T     13.6  8.8   22.0  12.2   -58  21   0.53   0.2


gtr1.net: GTR1 Backtester - N1T_MoSMA_S5T
gtr1.net: GTR1 Backtester - N1T_MoSMA_N1T
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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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