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Investment Strategies / Mechanical Investing
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Author: musselmant   😊 😞
Number: of 5386 
Subject: Re: NDX 100 Momentum Strategy - Code Repository
Date: 03/08/26 2:03 PM
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No. of Recommendations: 4
You can use a simpler timing rule and improve returns on buying QQQ. Just stay out of the market when SPY<SPY's SMA325
timed        v. untimed 
mdd -44.8% -80.7
cagr 12.1% 11.5%
gsd 19.59 27.3
beta .686 1.29
sharpe .557 .445
2008 -3.6 -44.1

https://gtr1.net/2013/?~gNasBig100:s19850204h63::s...

https://gtr1.net/2013/?nas100.a:nenull
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