Post #3852 by musselmant on the Mechanical Investing board

Please be mindful of the tone of your posts, and avoid using tone that might be perceived as aggressive, confrontational, or dismissive. Instead, try to use a tone that is respectful, friendly, and supportive.

- Manlobbi

Investment Strategies / Mechanical Investing ❤

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No. of Recommendations: 6

52 week winners works well on Nasdaq100
trade monthly since 2008:

top 10 vs. top 5

cagr 23.6      24
sharpe .93       .83
beta  1.13      1.21
mdd -42.4     -52.2
2025 41        77
2024 23.3      12.9
2023 25.5      20.5
2008-39       -40

19850201 forward
cagr 24.6     27.7
sharpe .78      .78
beta  1.3      1.4
mdd -71.5    -73.3
<pre/>

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