Post #3930 by musselmant on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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I don't use Portfolio123 so know nothing about what is possible there.

You can just use tr(1,253) on gtr which with .1 spreads (realistic for stocks this large) an average of 24.1% CAGR for 10 stocks best 1 year return traded monthly from inception of the Nasdaq100 19850201

https://gtr1.net/2013/?~NAZ_RS52w:f0.1000::nas100....

I don't know why you chose the date to start you did. Maybe Portfolio123 is limited in its backtest period.

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