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Investment Strategies / Mechanical Investing
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Author: musselmant ✭  😊 😞
Number: of 5384 
Subject: Re: new dervied Nasdaq100 weekly strategy
Date: 01/17/26 1:10 PM
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No. of Recommendations: 4
You can get the average up to 4.1 stocks by increasing the 2nd step to tr(1,253) top 35.

This gives a CAGR of 31% with a sharpe of 1 and a beta of 1 and mdd of -54% and still beats the Nasdaq's and the S&P's sharpe, beta, dradown, and doubles their CAGR.

You can bring the average # of stocks to 4.5 by bumping tr(1,253) to top 50. CAGR 32%.

You can get 4.78 average stocks bumping it to tr(1,253) top 75 stocks. Still 32% cagr, 1 sharpe; beta goes to 1.2.
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