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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.
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Investment Strategies / Mechanical Investing
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Author: musselmant ✧☼  😊 😞
Number: of 6131 
Subject: Claude test of Nasdaq100 1 year mo strategy
Date: 03/13/26 9:01 AM
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No. of Recommendations: 4
A friend using Claude tested top 5 and 10 by 1 year momentum stocks in the Nasdaq100 back through 2006 and confirms that a SMA timing strategy's sweet spot is between 17 and 24 months. If you get out when SPY is below that SMA you increase the CAGR and sharpe, and drop the MDD from not timing.
In that post-2005 window you beat QQQ's CAGR by 7% but not QQQ's better drawdown and sharpe, with or without timing the strategy, per my friend's run on Claude.
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This community has written 6,106 posts about Mechanical Investing. The article-length ones it recommended most:
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