No. of Recommendations: 3
I have a 1-stock, 2-stock, and 5-stock strategies (not all with the same criteria). Because googlesheets freezes at about 108 stocks' data I created the 2nd criteria in each to create a sub-universe small enough for googlesheets to use.
I bought Norgate data which goes back to 10/93 since at the time I paid that is all they could give me so that is as far as I can go.
I duplicated this in gtr:
untimed 1 stock strategy: S&P500, tr(1,180), ratio(sma(1,50),sma(1,180)) top 2,adv(1,40) top 1
gtr1.net: GTR1 Backtestercagr 30.5%
beta 1.3
sharpe l71
2025 130
2024 177
2023 120.3
2 stocks omit the last step above:
gtr1.net: GTR1 Backtester cagr 25.39
beta 1.179
sharpe .71
Thanks for your test; I am having AI work on the discrepancy; until they get to the bottom of it I don't know the reason.
