Subject: Re: Chart: timing with Nas100 RS screen
In chat gpt using hold-til-drop up to ran 15 of price/(high in last 1 year + low in last 1 year) screen

Yeah, I discovered that, too.

Conceptually the HTD keeps stocks that are still good, but the dropoff isn't very sharp as you go a bit further down the list, so good but just not one of the top N. It mainly reduces the turnover with little impact on the CAGR.
Lower turnover equals less work and less trading friction.

Based on 10 HTD 12 I initially backested 5 HTD 6.
Then accidently ran 5 HTD12.
Surprise!! That was superior to 5 HTD 6. Tried other HTD numbers and 12 seemed good enough.
Wierd.


Using 200 days for the timing rule reduces cagr to 27.19

Oh no!! "Only" 27%.
LOL.