Post #863 by RAMc on the Mechanical Investing board

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Investment Strategies / Mechanical Investing

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No. of Recommendations: 2

A timed TQQQ with a min max NHNLDiff
20100211 till 20230310 with 0.4% friction CAGR 33.5%, GSD 46%, MDD -43.8%, UI 17.6,AT 6.4
Untimed TQQQ same period CAGR 34.6%, GSD 86.5%, MDD -81.7%, UI 25.2, AT 0
Almost same gain but lower GSD, MDD, UI

https://gtr1.net/2013/?~Timed_TQQQ_NHNL_MidValues:...

But caution this is during a strong up market where QQQ had a 16.6% gain over the same period.

RAMc

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