Hi, Shrewd!        Login  
Shrewd'm.com 
A merry & shrewd investing community
 Best Of MIBest OfAll BoardsThe Shrewd’m WeeklyLearn to InvestHow to Become Shrewd
Search
Shrewd'm.com Merry shrewd investors
Search
Best Of MIBest OfAll BoardsThe Shrewd’m WeeklyLearn to InvestHow to Become Shrewd

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.
Answer this questionContinue to Shrewd'mThis note won't appear again
Investment Strategies / Mechanical Investing
Unthreaded | Threaded | Whole Thread (1) |
Author: rayvt ✧☼🐝  😊 😞
Number: of 6131 
Subject: Backtest: Nas100 RelStr variations
Date: 08/30/26 11:09 AM
Post New | Post Reply | Report Post | Recommend It!
No. of Recommendations: 9
Dates: 20060103 to 20251128
This is the last 20 years. Going back the last 40 years shows the same relative differences.

Straight 1 year momentum  top 10
          Avg       Min       Max       
CAGR:     19.182682 17.802813 20.459982 
gtr1.net: GTR1 Backtester - Nas RS-52wk

1 year momentum excluding the most recent month top 10
AI: "resolves a common tracking headache: finding out how well an investment was doing before the current month started."
          Avg       Min       Max       
CAGR:     16.948360 15.759495 18.877325 
gtr1.net: GTR1 Backtester - Nas RS-52wk without last month

Straight 9 month momentum  top 10
          Avg       Min       Max       
CAGR:     17.473740 15.878758 19.634159
gtr1.net: GTR1 Backtester - Nas RS-9 month

Post New | Post Reply | Report Post | Recommend It!
Print the post
Members reply directly to rayvt here — and replies get answered. Reading is free; so is joining the conversation. Join Shrewd'm »
This community has written 6,115 posts about Mechanical Investing. The article-length ones it recommended most:
Dividend investing · 52 recs · 2025
Non-Mag7 screen · 34 recs · 2025
OT - Div yields and returns · 32 recs · 2024
Using AI to generate backtesting programs · 30 recs · 2025
Rankings for 19Dec2022 · 29 recs · 2022
Unthreaded | Threaded | Whole Thread (1) |


Announcements
Mechanical Investing FAQ
Contact Shrewd'm
Contact the developer of these message boards.

Ticker or Board Name Author

Best Of MI | Best Of | Favourites & Replies | All Boards | Followed Shrewds | Open Questions | Moving a community