Subject: Re: twice the Nasda100 CAGR with simple criteria
Checking the NAZ RS52Wk and SP RS52Wk on GTR1

Thanks.

But the results for SP500 & NAZ100 encompass different start dates.
I think you need to make a universe that starts on the start of NAZ, 02/01/1985 for an honest comparison.

Yes, using NAZ beats the pants off of SPX. But that MDD -73.5 is gut-wrenching.
Using a decent timing method should smooth out the ride. More spreadsheet work.