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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: new screen based on Nasdaq100
Date: 05/26/25 2:10 PM
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No. of Recommendations: 7
'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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This community has written 6,115 posts about Mechanical Investing. The article-length ones it recommended most:
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