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Investment Strategies / Mechanical Investing
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Author: lizgdal ✶  😊 😞
Number: of 3953 
Subject: Re: Backtesting Equal Weight vs Market Cap (QQQE)
Date: 04/26/2025 1:23 PM
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No. of Recommendations: 8
GTR1 has many useful features, selected by the Detailed Report boxes.

For example, a portfolio equity curve can be created:
1. go to https://gtr1.net/2013/?~N1TE:h1::trp%281,1%29ne-99...
2. Click "Portfolio Values".
3. Run Backtest
4. Download Report
5. Find "Daily Closing Portfolio Values" in the report.
6. Chart using a spreadsheet program.

Signal values (e.g. [sumE] and [sumMC]) can be downloaded.

Bear/Bull cycle returns can be calculated. For example, ^N1TE Peaks (50%) and Troughs (-33%) for Trading Cycle 0: 

Peak/Trough Date  Total Return  Drawdown  Market Days
    19741003          -48         -48         453
    19870821          765           0         3256
    19871204          -40         -40         73
    20000327          1576          0         3110
    20010404          -59         -59         258
    20010521           57         -35         32
    20010926          -52         -69         85
    20011206           64         -49         50
    20021007          -61         -80         209
    20071012          246         -31         1263
    20081120          -58         -71         280
    20250219          1645          0         4085
    20250424          -11         -11         45

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