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Strategy Family Stocks Timed Origin CAGRis post 10/93 results
Geometric 1/3/6/9/12
Momentum — 1 stock — SPY 325 timing Geometric Momentum 1.00 Yes New geometric 42.33%
S&P Prod SP1:
6m Top 20
→ SMA50/180 Top 2
→ ADV40 #1 — 1 stock — SPY 325 timing S&P reduced mom/ADV 1.00 Yes S&P Production 42.28%
Geometric
1/3/6/9/12 Momentum
— 2 stocks — SPY 325 timing Geometric Momentum 2.00 Yes New geometric 41.95%
SumRank
2 stocks equal — SPY 325 timing sumrank 2.00 Yes Existing 41.33%
SumRank
2 stocks 60/40 — SPY 325 timing SumRank 2.00 Yes Existing 40.52%
Core-60:
5 stocks
36/24/13.33/13.33/13.33 SumRank 5.00 Yes Existing 38.99%
SumRank 9 stocks
weighted 30/25/20/10/5/4/3/2/1 SumRank 9.00 Yes Existing 37.97%
SumRank 5 stocks equal — SPY 325 timing SumRank 5.00 Yes Existing 36.30%
PHL top 5
— SPY 325 timing PHL 1.00 Yes Existing 35.63%
SumRank
2 stocks equal — no timing SumRank 2.00 No Existing 35.51%
DFL/DFH
chooser #1 — timed DFL/DFH 1.00 Yes Existing 34.91%
Geometric
1/3/6/9/12
Momentum — 5 stocks — SPY 325 timing Geometric Momentum 5.00 Yes New geometric 34.70%
SumRank 1 stock — SPY 325 timing SumRank 1.00 Yes Existing 33.78%
Overlap top 5 — SPY 325 timing Overlap 1.00 Yes Existing 33.63%
SumRank 5 stocks equal — no timing SumRank 5.00 No Existing 32.64%
PHL top 5 — no timing PHL 1.00 No Existing 31.87%
9-month momentum top 5 — SPY 325 timing Momentum 1.00 Yes Existing 30.85%
PHL Top 20 → 18m Sortino → 5 stocks PHL Top 20 5.00 Yes New rerank 30.83%
S&P Prod SP2: 6m Top 20 → SMA50/180 Top 2 —
2 stocks — SPY 325 timing S&P reduced momentum 2.00 Yes S&P Production 30.80%
All Nasdaq-100 → 6m Sharpe → 5 stocks All Nasdaq-100 5.00 Yes New rerank 30.25%
SumRank Top 20 →
6m Momentum/Ulcer → 5 stocks SumRank Top 20 5.00 Yes New rerank 30.13%
All Nasdaq-100 →
12m CAGR/Ulcer → 5 stocks All Nasdaq-100 5 Yes New rerank 30.09%
All Nasdaq-100 →
12m Momentum/Ulcer → 5 stocks All Nasdaq-100 5 Yes New rerank 30.09%
Overlap top 5 — no timing Overlap 1 No Existing 29.81%
SumRank Top 20 → 18m Sortino →
5 stocks SumRank Top 20 5 Yes New rerank 29.79%
SumRank Top 20 →
18m Momentum/Ulcer → 5 stocks SumRank Top 20 5 Yes New rerank 29.75%
SumRank 10 stocks equal —
SPY 325 timing SumRank 10 Yes Existing 27.70%
Geometric 1/3/6/9/12
Momentum — 20 stocks — SPY 325 timing Geometric Momentum 20 Yes New geometric 21.36%
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