Post #5176 by musselmant on the Mechanical Investing board

Please be patient and understanding when interacting with others, and avoid getting frustrated or upset if someone does not respond to your posts or if a discussion does not go as you expected. Remember that everyone is entitled to express their own perspectives. Furthermore, even when you don't entirely agree, try to benefit in some way from it.

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Investment Strategies / Mechanical Investing

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No. of Recommendations: 5

https://gtr1.net/2013/?~JoinS5roeMo26e:h21f0.1::sp...

is the timed version using SPY<SMA325 as the timing trigger to go to cash:


your fist link (above)
cagr 23.19%
gsd  25.75
ldd  13.69
ui   12.33
sharpe .92
beta   .73  
mdd -43.8%

your 4th link, timed:
cagr 24.368%
gsd  24.72
ldd  12.85
sharpe .99
beta   .7
mdd -39.85

your last link, timed:
cagr 24.70%
gsd  25.6
sharpe .98
ldd  13.57
ui    9.75
beta   .73
mdd -42.85%

4th:
https://gtr1.net/2013/?~JoinS5roeMo26b:h21f0.1::sp...

last link:
https://gtr1.net/2013/?~JoinS5roeMo26a_20260316_mu...

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