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 (19) |
Author: rayvt 🐝  😊 😞
Number: of 6131 
Subject: Re: A similar screen
Date: 06/02/26 9:53 PM
Post New | Post Reply | Report Post | Recommend It!
No. of Recommendations: 4
Examining it in chatgpt.
180 days in the time period I have available there reduces Ulcer Index to 14 and only slightly reduces CAGR with mdd to -28.89%


I think we need to be careful in the numbers we look at. The first link you posted had CAGR's from 26.2% to 31.6%. UI from 14.7 to 21.7
It is too optimistic to assume that the real-life portfolio would get anything but the worst figures. It is virtually impossible that it would get the averages.
Especially since the averages are for independent cycles. The min/max CAGR probably won't be the same cycle as the min/max UI or min/max MDD.

What I do is download the full "daily portfolio values" and pick out the cycle with the worst ending value and use that one for all my investigation and statistic computations. It's a bit more work, but I'd rather expect 16% and get 22% than expect 22% and get 16%. And for detailed work I trust my Excel skills better than I trust a LLM chatbot.
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 (19) |


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

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