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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 6132 
Subject: Re: Examining 4 timing schemes
Date: 08/19/26 6:28 PM
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No. of Recommendations: 2
325 day SPY SMA as the timer:
19570301=20251128  
on S&P500 stocks
timed                                untimed                 on SPY itself
                                                    19570301- untimed   timed
19570301-         19850201-      19570301- v. 19850201-
cagr   10.499      09.63            12.23      12.17             
gsd    13.363      14.00            19.29      19.97
ldd    08.345      09.12            12.20      13.08
mdd   -31.452     -31.45           -60.33     -60.33
ui     07.782      08.79            19.50      10.49
sharpe 0.5254       0.53             0.51       0.56
beta   0.5732       0.59             1.08       1.07


on nasdaq stocks 19850201-20251128     on nasdaq100(qqq) itself 19990310-
325timed versus         untimed            325 timed    vs.  untimed
cagr   10.484            11.46                 
gsd    18.541            27.32                 10.88      10.49
ldd    11.502            17.26                 11.26      27.26
mdd   -31.687            -80.85               -41.58      -83
ui     11.574             27.37                14.42      41.4
sharpe 00.486             00.44                  .59        .46
beta   00.690             01.29                  .57       1.26

On SPY itself
timed using board 3 part test    timed using 325       untimed
19930129-
cagr 12.42                           9.4                10.68
gsd  14.01                          12.36               17.58
ldd   8.64                           8                  11.61
mdd -33.71                         -19.45              -55.2
ui    6.93                           7.13               13.78
sharpe .78                            .63                 .57
beta   .69                            .53                1.00

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