Post #5125 by musselmant on the Mechanical Investing board

Please be patient and understanding when interacting with others, and avoid getting frustrated or upset if someone does not respond to your posts or if a discussion does not go as you expected. Remember that everyone is entitled to express their own perspectives. Furthermore, even when you don't entirely agree, try to benefit in some way from it.

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Investment Strategies / Mechanical Investing

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No. of Recommendations: 5

https://gtr1.net/2013/?~NasBig100noFin:s19850204::...
and timing using "go to cash when SPY<SMA325" works on creating the Nasdaq100 from market cap top 100 non-financial firms alone when you don't have the actual Nasdaq100 list to test.

Such 100, then top 10 by 1 year momentum, w/ .1 spread, monthly, getting out of market when SPY<SMA325

monthly v. 3 month hold since QQQ was created
cagr 24.76%  24
gsd  33      32.9
sharpe .79     .77
ldd  17.58   17.67
ui   15.76   15.66
beta   .86     .87
ti   26.95   25.93
at    4.5     3.03
mdd -55.3%  -54.1%

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