No. of Recommendations: 8
Which version? Note that this might be an overcrowded trade. Recent results are good, but lower than QQQ.
Screen CAGR From To
NasLiquid_consolidators_20250616_musselmant 21 19970902 20230310
NasMo_20231005_musselmant 21 19970902 20230310
N1T 10 19970902 20230310
NasLiquid_consolidators_20250616_musselmant 24 20230310 20251128
NasMo_20231005_musselmant 23 20230310 20251128
N1T 37 20230310 20251128
gtr1.net: GTR1 Backtester - NasLiquid_consolidators_20250616_musselmantgtr1.net: GTR1 Backtester - NasMo_20231005_musselmantgtr1.net: GTR1 Backtester - N1T====== links ======
Author: musselmant
Subject: other subset of Nadaq100 strategies than mine
Date: 08/13/25 4:34 PM
"A few public, rules-based “subset of the Nasdaq-100” studies are available that (1) use a subset of the Nasdaq-100 as a changing universe over time and (2) report ≥20% CAGR over windows of at least five years:"
musselmant replies on other subset of Nadaq100 strategies than mine==============
Nasdaq100 stocks
ratio(sma(1,21),sma(1,200)) top 5
musselmant writes on twice the Nasda100 CAGR with simple criteria==================
5 stock strategy w/1.3X better CAGR, better beta, same sharpe as SPY
sp500.a !=null
ratio(tr(1,5),tr(1,200)) bottom 10
ratio(Mcap,float.s) bottom 5
nas100.a !=null
ratio(tr(1,5),tr(1,200)) bottom 10
ratio(Mcap,float.s) bottom 5
discussion.fool.com - Stock strategy w 3x better cagr better beta same sharpe as spy 