Hi, Shrewd!        Login  
Shrewd'm.com 
A merry & shrewd investing community
Best Of MIBest OfAll BoardsThe Shrewd’m WeeklyLearn to InvestHow to Become Shrewd
Search
Shrewd'm.com Merry shrewd investors
Search
Best Of MIBest OfAll BoardsThe Shrewd’m WeeklyLearn to InvestHow to Become Shrewd


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.
Answer this questionContinue to Shrewd'mThis note won't appear again
Investment Strategies / Mechanical Investing
Unthreaded | Threaded | Whole Thread (6) |
Author: Aussi   😊 😞
Number: of 6131 
Subject: Re: Overlaps GTR1 backtest is flawed.
Date: 06/16/26 7:38 PM
Post New | Post Reply | Report Post | Recommend It!
No. of Recommendations: 2
In GTR1 for Dummies, it mentions that the backtest results using picktally may not exactly match. So it may be difficult to cross check. The difference mentioned is up to a couple of percent.

For the "t bill" rate, I think it was like overnight or 3 month. You could check the return by putting in a step that never selects a stock and set a short timeframe and see what is the return. Say stock universe {^S5T} and a step tr(1,10) > 1000



Aussi
Post New | Post Reply | Report Post | Recommend It!
Print the post
Members reply directly to Aussi here — and replies get answered. Reading is free; so is joining the conversation. Join Shrewd'm »
This community has written 6,115 posts about Mechanical Investing. The article-length ones it recommended most:
Dividend investing · 52 recs · 2025
Non-Mag7 screen · 34 recs · 2025
OT - Div yields and returns · 32 recs · 2024
Using AI to generate backtesting programs · 30 recs · 2025
Rankings for 19Dec2022 · 29 recs · 2022
Unthreaded | Threaded | Whole Thread (6) |


Announcements
Mechanical Investing FAQ
Contact Shrewd'm
Contact the developer of these message boards.

Best Of MI | Best Of | Favourites & Replies | All Boards | Followed Shrewds | Open Questions | Moving a community