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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: rayvt 🐝  😊 😞
Number: of 6131 
Subject: Re: new strategy source
Date: 09/01/26 8:43 PM
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No. of Recommendations: 5
I was disappointed that a couple of ones that caught my eye don't seem to be possible to backtest in GTR1.

ndx-sortino-momentum needs daily returns for the last 63 days.

r1k-riskadj-momentum needs ATR (Wilder's Average True Range) or exponential moving average.
I am actually surprised that GTR1 doesn't seem to have EMA. It's actually simpler to compute than SMA.

Funny that he gives Russell 1000 Risk Adjusted Momentum for free but wants $99 for S&P 500 Risk Adjusted Momentum. Heh, he shows download count as 3 (one of which is me) and 0.

Odd that he doesn't have Nasdaq100 Risk Adjusted Momentum. I guess it's because of MaxDD is too large for him.

Good find.
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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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