Subject: Re: Claude test of Nasdaq100 1 year mo strategy
timed v. QQQ timed v. QQQ v. SPY timed v. SPY v. 5 stocks timed v. 10 untimed v. 5 untimed
10 stocks
strategy
Cagr 23.2 10.59 11.5 9.7 12.2 35.95 24.28 27.197
Gsd 28.8 18.5 27.3 13.98 19.96 32.889 35.18 42.15
Sharpe .82 .49 .44 .539 .56 .81 .77 .77
Ldd 15.7 9 15.7 7.89 10.167 18.49 20.12 23.19
Ui 11.7 11.479 27.3 8.69 10.37 14.5 22.07 22.86
Try 25.98 12 8.19 11.74 9.3 27.8 17.92 19.4
Beta .81 .689 1.29 .59 1.07 .88 1.29 1.4
At 4.2 2 .67 1.87 .498 4.6 3.6 4.159
Mdd -48.6 -31.68 -80.82 -31.45 -60.31 -49.3 -71.9 -73.36