Post #5553 by lizgdal on the Mechanical Investing board

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- Manlobbi

Investment Strategies / Mechanical Investing

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No. of Recommendations: 4

Results from 19880302 to 20251128:

CAGR  SAWR  GSD  MDD  Sharpe  Depth  Screen
 28    12   38   -73   0.85     5    Nas100PHL_20251017_mungofitch
 26    11   42   -73   0.76     5    Nas100Momentum_20191030_rgearyiii
 19    11   28   -64   0.72     10   Nas100PHLroesg_20251203_mungofitch

https://gtr1.net/2013/?~Nas100PHL_20251017_mungofi...
https://gtr1.net/2013/?~Nas100Momentum_20191030_rg...
https://gtr1.net/2013/?~Nas100PHLroesg_20251203_mu...

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