Subject: Re: question for Jim
Here is a version I believe is from Boris version of Jim’s ROE_Cash screen on GTR1 with a top 30 htd 45:

From 19870302 to 20250225 with a 42 day hold CAGR was 16.6%, Annual Turnover 1.34, Sharpe 0.75

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

For the last 10 years CAGR has been 15.7%, Robbie’s ^S5T SP500 equivilent was 13.0%

And for the last 5 years CAGR has been 16.9%, Robbie’s ^S5T SP500 equivilent was 15.7%