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The week's question
In December 2024, in the thread "Re: BRK: Why Not XOM?", sykesix asked the members: "What do you do if you arrive early at movie besides go to the snack bar?" 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.
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Investment Strategies / Mechanical Investing
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Author: lizgdal ✶☼  😊 😞
Number: of 6374 
Subject: Re: Another possible screen
Date: 01/16/25 6:13 PM
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If I correctly modified your gtr1 screen to the same dates and no HTD it shows:
CAGR: 12.6% (Cycle 196)

https://gtr1.net/2013/?~S%26P%20top%2010%20annual:...

That will only check BCC once a year. The settings are:
Hold all positions for a fixed interval of 252 market days between trading dates.
Only buy stocks when BCC>0 on the trading date.

Closing all positions when BCC=0, and buying monthly when cash is available improves CAGR to 16.7 from 19891229 to 20241231:

Define {SP500Mo210BCC_annual}
Create [Mo]: [Total Return % over 210 days; lag=21 days]
step0: [S&P 500 Member; lag=1 days] == 1
step1: [Mkt Days Since Security Opened; lag=1 days] >= 252
step2: [Rank by [Share Class #; lag=1 days] (Asc), grouped by [Permanent Company ID; lag=1 days], at step1] == 1
step3: [Mo] Top 5; Cash When Fewer
Holding period = 21 mkt days
Hold for at least 12 holding periods
Close all liquid positions on any market dates where [BCC] == 0
Rebalance to equal weight among new positions only

{SP500Mo210BCC_annual} will:
Hold all positions for a fixed interval of 21 market days between trading dates.
Hold if not held for at least 12 consecutive holding periods.
Close all liquid positions and hold cash on any market dates where BCC=0.

https://gtr1.net/2013/?~SP500Mo210BCC_annual:h21n1...
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