No. of Recommendations: 7
Has BCC helped a well-known screen? I believe this is Borris’s version of ROE_Cash with 21 hold 15 till drop 20?
gtr1.net: GTR1 Backtester - ROE_Cash2020_Boris_279314_htdmod19870302 to 20251128
CAGR 19.3, Safe Annual Withdrawal 10.9%, MDD -47.8, Ulcer Index 13.6, Annual Turnover 1.4
Same Screen but with BCC = 0
CAGR 19.1, Safe Annual Withdrawal 11.05%, MDD -39.7, Ulcer Index 12.6, Annual Turnover 1.8
http://gtr1.net/2013/?~ROE_Cash2020_Boris_279314_h...This was put together rather quickly and it only compares one screen. Before making any conclusions check another couple of screens and check to see if I’ve made any mistakes.
I’ve spent a portion of the last 40 years of investing lusting for a market timing signal that will hold up post discovery.
