Subject: Re: Statistics for Nasdaq 100 monthly Momentum Screen
my instructions to Chatgpt when on for days trying every permuation. RSI, one week return, beta, up/down days, recent upticks, essentially everything. Too many prompts to paste here. Some improved CAGR at the cost of much longer recovery periods, others at the expense of MDD, etc.
9-12 months all worked; 300-250 day SMA on SPY all worked as a timing tool and really helped most metrics with little cost in CAGR.