Subject: new dervied Nasdaq100 weekly strategy
For those few of you doing weekly trading this is a weekly-traded strategy to buy 5 stocks from the Nasdaq100 with
a CAGR over twice the Nasdaq100's 11.5% and S&P's 12.5%,
with a better beta than both (.8 v. 1.2 for the Nasdaq100 and 1 for the S&P)
and a sharpe of 1 (.975 v. .57 for the Nasdaq100 and .44 for the S&P).
-51% max drawdown is also better than both Nasdaq100's -80.7% and S&P 59.7%.

You take the Nasdaq100's stocks
Narrow to 1 year top 15 momentum.
Narrow by requiring two day rsi under 50.
Narrow by requiring one week return under 1%.
Then keep 5 by lowest ratio of 1 week/1 year return.

Cycle: 0 1 2 3 4
Bottom Positions Held Variant Avg 1st Trades: 19850201 19850204 19850205 19850206 19850207

5 0 27.254822 27.962633 28.401411 27.590551 26.103434 26.216082
28.186230 26.731035 28.413044 27.865431 28.399183 29.522448
0.975264 1.038504 1.005030 0.991735 0.934993 0.906058
15.842601 15.148137 15.700482 15.547487 16.144173 16.672726
11.254422 9.788255 10.057002 13.682628 10.784611 11.959613
0.802961 0.821991 0.780715 0.826275 0.776602 0.809222
30.174393 29.798952 32.243382 29.559303 30.034771 29.235546
23.835537 23.560780 23.507339 24.242435 23.966789 23.9003
https://gtr1.net/2013/?h5f0.10...

I took the old ones I already reported on and was curious if we could get the beta down below the S&P, and did, and still have a good sharpe, drawdown (relatively speaking of course), and excellent CAGR.