Post #3933 by rayvt on the Mechanical Investing board

Investment Strategies / Mechanical Investing ❤

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From 01/01/2020 to present, I am showing an annualized return of 14.79% versus QQQ at 18.92%.

That's only 5 1/2 years. Too short of a backtest to be meaningful.

Put that starting date in the gtr1 link that musselmant posted gets 18.98% CAGR.

Ah, hmmm, the field is "tr(1,253)". Is that "tr" total return which includes dividends? All the other sites use price only for momentum. If so, that could explain the different stocks picked.

I don't know why you chose the date to start you did. Maybe Portfolio123 is limited in its backtest period.

When I had my P123 account, their data started at the end of 1999. You'd have to start the backtest on Jan 2001 to get 1 year of initial momentum.
Now I believe that you only get 5 years of data unless you go for the $83/mo (and up) plan.

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