Subject: Re: NDX 100 Momentum Strategy - Code Repository
You can use a simpler timing rule and improve returns on buying QQQ. Just stay out of the market when SPY<SPY's SMA325

timed        v. untimed 
mdd   -44.8%  -80.7
cagr   12.1%   11.5%
gsd    19.59   27.3
beta     .686   1.29
sharpe   .557    .445
2008   -3.6   -44.1

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

https://gtr1.net/2013/?nas100....