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Investment Strategies / Mechanical Investing❤
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Author: rayvt ✧  😊 😞
Number: of 4356 
Subject: Pure RS screen
Date: 09/20/2025 12:40 PM
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No. of Recommendations: 7
Pure RS screen
A tweek on Baltassar screen

Baltassar mentioned, probably in tongue in cheek: https://gtr1.net/2013/?~S%26P500%20top%2010:s20090... (https://www.shrewdm.com/MB?pid=117608162)

I simplified and cleaned it up to get: https://gtr1.net/2013/?~S%26P500%20top%2010:s20090...

20.7% CAGR vs. 16.3%

It's better with Nasdaq 100 at 22.4%. Much more volatile, though.

Starting 2009 is shorter period than I like in a backtest.

Starting 1990 feels better.
SP500: 15.7% vs Nas100: 23.5% Volatilities almost equal.
Nas has lower turnover.






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