Post #1628 by zeelotes on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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anchak wrote: Check the tables #s please - NAHL by construct is the fastest of the lot - so to see an MDD of -34% on it is surprising.

I used the links from Robbie's post linked to earlier in this thread and simply changed the date range, nothing else. Whether it is right or not I did not go through the laborious effort to confirm one way or the other. But I'd be surprised if it was incorrect. Though since he posted those links long ago it is possible his method on GTR1 has changed regarding Bear Catchers.

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