Re: Nas100_Mom9_PHL252_SumRanks screen

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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No. of Recommendations: 2

How about a 1-stock strategy, traded twice a month, with only 5 losing years in 41 years, and none worse than -12.67% across its averaged start dates:

gtr1.net: GTR1 Backtester - Pure_PHL252_BCC

Cagr 43.46 v. 11.5 for nasdaq100
1987 36.4  v. -4.2
1994 15.8  v. -1.6
2000 66.0  v. -17.48
2001  3.6  v. -29.0
2002  1.6  v. -42
2008  1.0  v. -43.2
Mdd -68.8  v. -80.79
Ui   21.46 v.  27.23
Sharpe .87 v.    .44
Beta 1.0   v.  1.2925
1990 -.64  v. -8.8
2009  -1.8 v. 62.4
2011 -11.1 v. -2.38
2018 -12.7 v. -4.7
2022 -10.4 v -23.3

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