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The week's question
In March 2025, in the thread "Re: OT, out", Umm asked the members: "Do you think it is because America is made up of magical soil that makes businesses based in America magically profitable?" This week it is put to everyone again. The button below opens the small thread re-asking it - read what others have said so far, then give your own answer as an ordinary reply.
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Investment Strategies / Mechanical Investing
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Author: RAMc ✭  😊 😞
Number: of 6243 
Subject: Re: What's working lately research
Date: 07/10/24 10:26 AM
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Thinking about my old WWL results overnight I’d like to add a couple of additional observations.
First the data I used had a lot of noise using just using a single one-month day to day return for each screen.
1. Using a summation of GTR1’s daily start historical data by first of all running the screens with a shorter than normal holding period. For example, 10 days (or 5 days for faster response).
2. selecting: “Portfolio Values: Download daily portfolio values for all cycles.
3. Run the backtest and then Download the report.
4. You end up with 10 samples for each historical day (or 5 samples if doing weekly)
At this point assuming you want a monthly decision point.
For each end of month sample period take the average of the 10 (5) samples and the samples from the one-month previous data. This adds a few days latency but with significantly less noise.
Obviously very labor intensive unless you write a script to automatically run the screens, scrape the data and make the decisions.

Good luck but I’ve discovered that I can actually get the Bangladesh Butter production from Statista.
• “Revenue in the Butter market amounts to US$166.70m in 2024. The market is expected to grow annually by 8.28% (CAGR 2024-2029).”
statista.com - Oils fats
I’m in on margin!
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This community has written 6,227 posts about Mechanical Investing. The article-length ones it recommended most:
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Using AI to generate backtesting programs · 30 recs · 2025
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