No. of Recommendations: 5
Part 3 of 2
For comparison, just the equal weight Nasdaq 100 over the same periods.
Basically:
7.5% for 2000-01-03 to 2025-11-28 vs. QQQ at 8.2%
9.5% for 2002-01-03 to 2020-01-03 vs. QQQ at 10.3%
From 2000-01-03 to 2025-11-28
Top 100 by RS, do not time, rebalance monthly
gtr1.net: GTR1 Backtester
7.4 7.1 7.3 7.3 7.4 7.5 7.5 7.3 7.3 7.4 7.5 7.7 7.8 7.6 7.6 7.5 7.5 7.3 7.3 7.2 7.2 7.1
28.4 28.2 28.2 28.2 28.3 28.3 28.2 28.5 28.4 28.4 28.5 28.6 28.5 28.4 28.4 28.4 28.4 28.4 28.3 28.4 28.4 28.3
0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7
Rebalance quarterly
gtr1.net: GTR1 Backtester
7.0 7.0 7.0 7.0 7.0 7.0 7.1 7.0 7.0 7.0 6.9 7.0 7.0 7.0 7.1 7.1 7.2 7.1 7.1 7.1 7.1 6.9
27.7 27.6 27.6 27.6 27.6 27.6 27.6 27.8 27.7 27.6 27.6 27.6 27.7 27.7 27.8 27.8 27.8 27.8 27.8 27.9 27.8 27.8
0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5
Rebalance annually
gtr1.net: GTR1 Backtester
7.5 7.4 7.4 7.4 7.5 7.6 7.5 7.4 7.5 7.6 7.5 7.6 7.6 7.5 7.5 7.6 7.7 7.6 7.7 7.7 7.6 7.5
26.4 26.1 26.1 26.2 26.1 26.1 26.1 26.3 26.3 26.3 26.3 26.4 26.4 26.4 26.5 26.6 26.6 26.6 26.7 26.7 26.6 26.6
0.3 0.4 0.3 0.3 0.3 0.3 0.3 0.3 0.3 0.3 0.3 0.3 0.3 0.3 0.3 0.3 0.3 0.3 0.4 0.4 0.4 0.4
*****************************************
From 2002-01-03 to 2020-01-03
Top 100 by RS, do not time, rebalance monthly
https://gtr1.net/2013/?s20020103e20200103h21f0.100...
9.2 9.1 9.2 9.2 9.2 9.3 9.3 9.1 9.2 9.2 9.3 9.5 9.4 9.4 9.3 9.2 9.3 9.1 9.1 9.1 9.1 9.1
23.8 23.8 23.7 23.7 23.7 23.7 23.7 23.9 23.9 23.9 23.9 23.9 24.0 23.9 23.9 23.9 23.8 23.9 23.9 24.0 23.9 23.9
0.6 0.6 0.6 0.6 0.6 0.6 0.6 0.6 0.6 0.6 0.6 0.6 0.6 0.6 0.6 0.6 0.6 0.6 0.6 0.6 0.6 0.6
Rebalance quarterly
https://gtr1.net/2013/?s20020103e20200103h21r3f0.1...
9.0 8.9 9.0 9.0 8.9 9.0 9.0 8.9 8.9 8.9 8.9 9.1 9.1 9.1 9.1 9.1 9.2 9.0 9.2 9.2 9.2 9.1
23.6 23.6 23.4 23.4 23.4 23.5 23.4 23.6 23.6 23.5 23.6 23.6 23.6 23.6 23.7 23.6 23.6 23.6 23.6 23.6 23.5 23.6
0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5
Rebalance annually
https://gtr1.net/2013/?s20020103e20200103h21r12f0....
9.5 9.3 9.4 9.4 9.4 9.4 9.5 9.4 9.5 9.5 9.5 9.6 9.6 9.5 9.5 9.5 9.7 9.6 9.8 9.8 9.6 9.7
22.6 22.5 22.4 22.5 22.5 22.4 22.5 22.6 22.6 22.6 22.6 22.6 22.6 22.6 22.6 22.7 22.6 22.7 22.8 22.8 22.8 22.9
0.3 0.4 0.3 0.3 0.3 0.3 0.3 0.3 0.4 0.3 0.4 0.4 0.3 0.3 0.3 0.3 0.3 0.4 0.4 0.4 0.4 0.4
