Post #1264 by RAMc on the Mechanical Investing board

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- Manlobbi

Investment Strategies / Mechanical Investing

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No. of Recommendations: 8

My simple minded check for randomness is to never invest in a screen that doesn’t outperform
with a hold of a much larger number of equities than you intend to invest in. YEY has still done
well from 1987 to 2024 with daily start tests holding 50 stocks with 0.4% friction.
CAGR 15.2%
SAWR 8.6%
MDD -55
UI 8.96
AT 4.3
http://gtr1.net/2013/?!!QlpoMTFBWSZTWUUuQ08AAWZfgB...

RAM

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