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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: Chart: timing with Nas100 RS screen
Date: 07/02/26 10:32 PM
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I gave cgpt Norgate data to 10/1993 and ask it to give results to then as well as post 1999 for the 2000s plus when I care individual years. I ask for cagr, sharpe, beta, UI, mdd, recovery from mdd, max recovery days from all -10% or worse drops, to examine if a few stocks warp the results, if mound-of-toast type results show criteria to be good (thus I use 325 days for the SMA of SPY because 300-350 were all good and better than 200 or 253 days), to see if works out-of-sample when i find a good outcome in a more limited period, to see it during SPY and QQQ downturns, to compare with them on the above stats, if you can think of it I have asked. Hundreds of hours of conversations with it by now. I updated Norgate data to a few days ago recently (so results went up since this year has been great for the strategy). I am still working on improving it. Generally Gtr has equal results but not always and I have used it to draft gtr tests, too but cgpt has the benefit of giving me the identity of the picks over time to see how robust. Ave gains, htd (price/(hgprc(1,252) plus lgprc(1,253) was the best htd so far), weighted choices (buying extra 1 and 2 stocks), 1 stock strategies, 5, 10, combining (overlap list then phl for more to choose 5 stocks every month). Worst single start results, average across starts. I am testing a 1 stock criteria as final sort that is very tuned to see how overtuned now since it gave 45% cagr. In general result suggests tripling SPY and QQQ with higher sharpe and lower beta and mdd and quicker recovery time is possible with only negative more -10% plus drops (but up periods more than making up for them).
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This community has written 6,115 posts about Mechanical Investing. The article-length ones it recommended most:
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