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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: Reverse market cap backtest?
Date: 09/17/23 8:27 PM
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There was high start date variability in 2020, with 2020 annual results ranging from 7 to 25 for the 63 different start dates. (Standard deviation of CAGR was 3.66. YSP results were about 1.2 standard deviations from the {zgYSP} mean. 1.2 = (12.14 - 7.70) / 3.66 ) Expect high tracking error in volatile years. For example, 2009 annual returns ranged from 55 to 105, with a standard deviation of 9, depending on the start date.
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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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