Subject: Re: twice the Nasda100 CAGR with simple criteria
52 week winners works well on Nasdaq100
trade monthly since 2008:

top 10 vs. top 5

cagr 23.6      24
sharpe .93       .83
beta  1.13      1.21
mdd -42.4     -52.2
2025 41        77
2024 23.3      12.9
2023 25.5      20.5
2008-39       -40

19850201 forward
cagr 24.6     27.7
sharpe .78      .78
beta  1.3      1.4
mdd -71.5    -73.3
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