Subject: Re: twice the Nasda100 CAGR with simple criteria
sorry, prior post was using nasdaq100 top 10 1 yr return stocks, then 5 lowest 1 yr beta
Here is with S&P universe from 19850207

cagr 10.89 i.e. less than index and less than without extra beta step
sharpe .4 i.e. less than index
beta 1
2025 10.8
2024 20.9

https://gtr1.net/2013/?~NAZ_RS...