Post #3606 by valu3hunter on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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Here's one more curve that I found interesting:

https://ibb.co/cSnmZMzd

Here’s the curve showing how N1TE's win percentage across 5-year rolling returns evolves based on the starting year then ending in 2025 (yes, Mungo would be ticked about my choice of end year... sorry there's probably an even more evolved way to do this):

Flat around 28–30% when starting in the 1970s and 1980s.

Steady rise beginning in the early 1990s.

Peak around 50% when starting near 2003–2004 (after the Dot-Com crash).

Sharp collapse after 2015, reflecting the recent dominance of mega-cap tech.

The red dashed line is the 50% mark — you can clearly see how close N1TE gets around early 2000s, then falls away.

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