Post #3939 by Aussi on the Mechanical Investing board

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Investment Strategies / Mechanical Investing

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Here is my GTR1 Backtest Link:

https://gtr1.net/2013/?~NAZ_RS52w:s20200102f0.1000...

20.475% CAGR - 20200102, buy and hold 10, 20 day rebalance

Here is my Portfolio123 screen image:

https://ibb.co/gM1LWbX8
https://ibb.co/jZ9dsSNd

The GTR1 screen rebalances every 20 days, Portfolio every 4 weeks. So, it is difficult to do an accurate check. The first holiday in the backtest is mid January.

For GTR1 the range in the backtest is from CAGR =13% to CAGR =22% for different start dates within the 20 day period. This brackets the Portfolio return, so it seems like the screens are consistent. For such a short backtest that includes the rapid decline and rise of March/April in 2020, such a large variation is to be expected.

Aussi

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