Post #3751 by lizgdal on the US Policy board

Halls of Shrewd'm / US Policy

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'QLD' Pricing Starts 20060621. The backtest can be extended using gtr1 indexes S5T and N1TL2.

            Screen               CAGR  GSD  MDD  Sharpe  AT     From       To
strategyQLD_20250522_musselmant   24   36   -52   0.82   1.9  20070621  20250522
        switch_S5T_N1TL2          22   37   -51   0.78   2.1  20070621  20250522
              S5T                 10   19   -55   0.58   0.0  20070621  20250522
             N1TL2                22   51   -83   0.68   0.0  20070621  20250522
 
 
            Screen               CAGR  GSD  MDD  Sharpe  AT     From       To
        switch_S5T_N1TL2          19   39   -70   0.56   2.2  19731214  20250522
              S5T                 11   18   -55   0.49   0.0  19731214  20250522
             N1TL2                16   59   -99   0.48   0.0  19731214  20250522

https://gtr1.net/2013/?~strategyQLD_20250522_musse...

https://gtr1.net/2013/?~switch_S5T_N1TL2:h21::gprc...

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