Post #4831 by rayvt on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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https://gtr1.net/2013/?s20030103h21r0i10::nas100.a...

10HTD15 is slightly lower but with half the turnover.

That's a 2003 start date. Nasdaq had a huge pop 10/1999 - 3/2000 and then a subsequent crash, so I generally avoid that in backtests. Anyway 2003-now is 23 years, which seems good enough.

The full date range from 19850201 to 20251128 is even better: 26.76% avg.

I check "Rebalance to equal weight among new positions only", because that's how I trade. And probably most people.

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