No. of Recommendations: 6
You can triple the Nasdaq100 by using Zacks Ranked #1 stocks and trade weekly and get a beta of 1 and double the sharpe of the Nasdaq100. 199912 forward, 5 stocks weekly with .2 spread/trade:
z rank=1
ratio(adv(1,5),adv(1,20)) top 10
ratio(tr(1,5),tr(1,253)) bottom 5
gtr1.net: GTR1 Backtester nasdaq100 v. strategy v. S&P500
cagr 7.8 v. 23.5 10.4
sharpe .35 .78 .52
beta 1.3 .98 1.09
mdd -80.4 -59.0 -59.7
2025 38% thru 11/28, robbie's test max
So you can double the S&P and triple the Nasdaq100 with less risk assuming the backtest repeats of course going forward.
