Post #3401 by musselmant on the Mechanical Investing board

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No. of Recommendations: 3

this one adds and thus needs an SIPro step but it gives the same 1.0 beta as the S&P with a slightly better sharpe at .8
and a much better CAGR 22 to the S&P's 14, and a marginally better MDD at -38.2%

https://gtr1.net/2013/?~Liquid_consolidators:s2008...

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