No. of Recommendations: 5
Use "Count Stocks" and click daily portfolio values. It will give the total number of Nasdaq stocks and the number of new highs
Thanks.
Duh, it was right in the GTR1 doc file. Guess someday I should probably read the whole thing. ;-)
Here are a few timing schemes.
Nasdaq 9-day EMA of NH-NL, computed daily, examined weekly, obeyed at the monthly trade.
It worked sort of okay the last 20 years, but was not very good the previous 20 years.
RS52 5 HTD 12
25th-1985 9-day EMA, NH-NL
2/1/1985 12/1/2025 9/1/2006 12/1/2025 2/1/1985 9/1/2006
CAGR 18.5% CAGR 22.2% CAGR 15.3%
Stdev 29.2% Stdev 23.1% Stdev 33.8%
MaxDD(12) -50% MaxDD(12) -26% MaxDD(12) -50%
Sortino 1.20 Sortino 2.07 Sortino 0.83
Grth $10K $10,263,786 Grth $10K $478,153 Grth $10K $214,655
# Sells 59 # Sells 27 # Sells 32
Mx mo out 18 Mx mo out 18 Mx mo out 7
whiplash 38 whiplash 20 whiplash 18
25th-1985 52 wk SMA for 1 wks -4% below IXIC
2/1/1985 12/1/2025 9/1/2006 12/1/2025 2/1/1985 9/1/2006
CAGR 26.5% CAGR 24.7% CAGR 28.0%
Stdev 32.3% Stdev 27.4% Stdev 36.2%
MaxDD(12) -40% MaxDD(12) -32% MaxDD(12) -40%
Sortino 1.60 Sortino 1.61 Sortino 1.60
Grth $10K $146,130,041 Grth $10K $706,561 Grth $10K $2,068,187
# Sells 20 # Sells 8 # Sells 12
Mx mo out 18 Mx mo out 17 Mx mo out 18
whiplash 7 whiplash 2 whiplash 5
25th-1985 65 wk SMA for 1 wks -4% below GSPC
2/1/1985 12/1/2025 9/1/2006 12/1/2025 2/1/1985 9/1/2006
CAGR 26.6% CAGR 22.7% CAGR 30.1%
Stdev 33.6% Stdev 27.9% Stdev 38.0%
MaxDD(12) -50% MaxDD(12) -43% MaxDD(12) -50%
Sortino 1.48 Sortino 1.43 Sortino 1.53
Grth $10K $151,100,781 Grth $10K $512,211 Grth $10K $2,949,972
# Sells 12 # Sells 9 # Sells 3
Mx mo out 30 Mx mo out 19 Mx mo out 30
whiplash 4 whiplash 4 whiplash 0
25th-1985 Untimed
2/1/1985 12/1/2025 9/1/2006 12/1/2025 2/1/1985 9/1/2006
CAGR 26.7% CAGR 22.2% CAGR 30.8%
Stdev 37.0% Stdev 31.2% Stdev 41.6%
MaxDD(12) -73% MaxDD(12) -52% MaxDD(12) -73%
Sortino 1.30 Sortino 1.21 Sortino 1.38
Grth $10K $155,966,040 Grth $10K $476,424 Grth $10K $3,273,684
# Sells 0 # Sells 0 # Sells 0
Mx mo out 0 Mx mo out 0 Mx mo out 0
whiplash 0 whiplash 0 whiplash 0
