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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: Aussi ✧  😊 😞
Number: of 6131 
Subject: Max CAGR for 3 step Screens
Date: 02/06/24 7:24 PM
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No. of Recommendations: 10
Perhaps some small competition to stimulate discussion. Any better screens with a limited number of steps?

Aussi

One Step Screen

CAGR 16.2%
SAWR 9.47%
Start Date Jan 1992
20 day hold
0.2% friction
Ave number of stocks held 144

Step 0 ril.w !=null

gtr1.net: GTR1 Backtester

Two step Screen

CAGR 19.3%
SAWR 8.77% (Not as good as 1 step screen)
Start date Jan 1992
20 day hold 0.2% friction
Ave number of stocks held 8.4

Step 0 ril.w !=null
Step 1 nas100.a = 1

gtr1.net: GTR1 Backtester

3 Step Screen

CAGR 21.2%
SAWR 11.53%
Start date Jan 1992
20 day hold 0.2% friction

Step 0 BCC >0
Step 1 ril.w !=null
Step 2 nas100.a = 1

https://gtr1.net/2013/?s19920103f0.20000::BCC:gt0:...
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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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