end 10/93 to end 8/2026 S&P500 p>sma200 top 8 by ratio of p/lowest low in last year, my in- or out-of-market timing rule (out if spy<325sma) is great and I'm improving it right now. compound annual growth rate 28.2% max drawdown -21.1%

not timed 30.5% max drawdown -63.7%


With timing rule and .1% spread, universe of S&P500 stocks, then require each stock p>sma200, then Top30 by p/lowest low (including during the market day, not just closes) in last year, then SMA30/SMA180 Top10 gives
+25.95% cagr
-19.85% max drawdown
1.18 s ratio
729 days to recover from worst drawdown v. 2252 days for S&P500's recovery period.

So you can have a great 28.2% compound annual growth rate and very good -21.1% max drawdown

Or get it below 20% with the max drawdown and still get 2.6 times S&P500's return with less than half its max drawdown

As far as I know Robbie's tester uses closing prices to calculate "low" not the lowest during the market's opening hours.

Using the commercial stock data (this post is not letting me say its name) using closing prices gives 16-17% compound annual growth rate; in Robbie's tester under 13%.

You can create a google to pick your stocks every month.