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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: musselmant 🐝  😊 😞
Number: of 6131 
Subject: Re: Variations on 52 wk momentum screen in Nasdaq100
Date: 02/25/26 5:32 PM
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check out this 5 stock version of one you posted with a change in the timing rule.
Twice the Nasdaq100 since end of 1999, with same mdd and beta.
cagr 21.6 since end of 1999

gtr1.net: GTR1 Backtester

Keeps the 5 ratio(gprc(1),linear(1,hgprc(1,253),1,lgprc(1,253))) top, using the same measure but in the top 10.

and 31% CAGR since 19850206, almost 3x Nasdaq100 with slightly better mdd

and thanks for the analysis; it can feel mighty quiet in here sometimes.

You also can get 31.8% CAGR since 19850206 using ratio(tr(1,200),tr(1,5)) top 15 for the timer, with 19.75 for post-1999.

I have been funding my world travel with variants of this screen for the last 6 months so I am on the hunt for the ideal variant to extend my travels.
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