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 (37) |
Author: rayvt 🐝  😊 😞
Number: of 6131 
Subject: Re: twice the Nasda100 CAGR with simple criteria
Date: 06/26/25 2:15 PM
Post New | Post Reply | Report Post | Recommend It!
No. of Recommendations: 2
Again, I'm a total newbie here just trying to reconcile different data sources before I begin to form any conclusions!

Well, the chart of the values of your gtr1 link looks basically the same as your P123 chart.

18.95% is essentially the same as 20.475%, within the margin of error. That could easily be explained by minor differences in the assumed prices of the trades.

So I would say that probably gtr1 backtest is confirmed by this P123 backtest.

Assuming so, then since QQQ inception (3/10/1999),
QQQ: 10.08%
top10: 18.63%
top100: 9.14% (equal weight QQQ)

-------- later -------------
Okay, I grabbed daily QQQ quotes from yahoo and made a chart showing QQQ and the gtr1 top10 daily prices, normalized for the same initial value.

With log scale, the slope of the top10 was steeped than QQQ, except for the last few years. Since about mid 2017 the slopes (i.e., returns) are about the same.

The charts: https://ibb.co/4GcQn1V
https://ibb.co/VWYKPPHb

As many people have said, there are periods where every good strategy doesn't work well. For this one, it isn't actually bad, it just doesn't outperform. Although with much greater volatility and drawdowns.
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 (37) |


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