Post #810 by rayvt on the Mechanical Investing board

Investment Strategies / Mechanical Investing ❤

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No. of Recommendations: 3

Trying some timing schemes, 1/1/2000 to 8/11/2023
Evaluating weekly, Relative Strength and SMA
SMA: does not work well.

RS: Best was a 30 week lookback.
TQQQ: $1,000 grows to $22,000 = CAGR 13.98%
QQQ: $1,000 grows to $3,865 = CAGR 5.89%

B&H:
TQQQ: You don't want to know.
QQQ: You don't want to know.

But, from Jan 2000 B&H of TQQQ was 20% CAGR, timed with RS was 14% CAGR
B&H of QQQ was 5.9%, timed was 8.0%

I do not have any idea of how you can tell when you should own TQQQ and when you shouldn't.

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