No. of Recommendations: 6
https://gtr1.net/2013/?h5f0.10000::nas100.a:nenull...But 15.7% from 20030103 to 20251128
And 15.9% from 20100104 to 20251128
And 13.9% from 20150102 to 20251128
Having looked over the years at several other screens that used very short periods for holding and lookback, they all seemed to work by luck.
In real life, you can't get the prices that the backtests assume. This makes a big difference; a few cents in a trade that lasts for a week vs. a few cents in a trade that lasts for a year. Or even a month.
BTW, if you eliminate the 2nd and 3rd rules, 2003-2025 is 18.9%. 19.8% if you never rebalance existing positions.
And 18.3% if the period is a month instead of a week (21 days vs. 5 days).
Then 18.3% if the only rule is "tr(1,253) top 15" (21 days), or 19.8% (5 days).
