Post #3859 by musselmant on the Mechanical Investing board

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No. of Recommendations: 4

Just convert to 10 stocks, then add low beta(1,253) bottom 5 from there as final sort:

strategy vs. S&P

cagr  22.0   12.1
sharpe  .72    .55
beta   1.08   1.075
2025  10      2
2024  21.8   13
<pre/>

Same beta as the index but with massively better CAGR and better Sharpe Ratio.

https://gtr1.net/2013/?~NAZ_RS52w:f0.25000::nas100...

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