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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.

timed v. QQQ timed v. QQQ v. SPY timed v. SPY v. 5 stocks timed v. 10 untimed v. 5 untimed
10 stocks
strategy
Cagr 23.2 10.59 11.5 9.7 12.2 35.95 24.28 27.197
Gsd 28.8 18.5 27.3 13.98 19.96 32.889 35.18 42.15
Sharpe .82 .49 .44 .539 .56 .81 .77 .77
Ldd 15.7 9 15.7 7.89 10.167 18.49 20.12 23.19
Ui 11.7 11.479 27.3 8.69 10.37 14.5 22.07 22.86
Try 25.98 12 8.19 11.74 9.3 27.8 17.92 19.4
Beta .81 .689 1.29 .59 1.07 .88 1.29 1.4
At 4.2 2 .67 1.87 .498 4.6 3.6 4.159
Mdd -48.6 -31.68 -80.82 -31.45 -60.31 -49.3 -71.9 -73.36

timed  v. QQQ timed v. QQQ v. SPY timed v. SPY v. 5 stocks timed v. 10 untimed  v. 5 untimed
10 stocks
strategy

Cagr 23.2  10.59       11.5     9.7        12.2         35.95           24.28        27.197

Gsd  28.8  18.5        27.3    13.98       19.96        32.889          35.18        42.15

Sharpe .82   .49         .44     .539        .56          .81             .77           .77

Ldd  15.7   9          15.7     7.89       10.167       18.49           20.12         23.19

Ui   11.7  11.479      27.3     8.69       10.37        14.5            22.07         22.86

Try  25.98 12           8.19   11.74        9.3         27.8            17.92          19.4

Beta   .81   .689       1.29     .59        1.07          .88            1.29           1.4

At    4.2   2            .67    1.87         .498        4.6             3.6            4.159

Mdd -48.6 -31.68      -80.82  -31.45      -60.31       -49.3           -71.9          -73.36

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