A merry & shrewd investing community |
Best Of MI | Best Of | Favourites & Replies | All Boards | Post of the Week! | How To Invest |
Best Of MI | Best Of | Favourites & Replies | All Boards | Post of the Week! | How To Invest |
| Unthreaded | Threaded | Whole Thread (7) | Prev | Next |
Original screen
https://gtr1.net/2013/?s20020103e20200103h21f0.100...
15.7 15.3 14.9 15.4 16.6 15.0 14.9 15.5 15.0 15.8 15.7 16.5 15.8 16.7 15.5 16.2 16.1 16.0 15.7 14.5 15.5 16.2
20.8 20.7 21.0 21.0 20.9 20.8 20.9 20.5 20.2 20.6 20.9 20.9 21.1 20.9 21.1 20.7 20.7 20.7 20.6 20.8 20.9 21.0
4.5 4.6 4.5 4.5 4.5 4.6 4.6 4.5 4.5 4.5 4.5 4.6 4.6 4.5 4.5 4.5 4.5 4.5 4.5 4.5 4.5 4.5
Never rebalance
https://gtr1.net/2013/?s20020103e20200103h21r0f0.1...
14.8 12.7 12.4 13.4 14.6 13.4 14.1 15.0 14.3 15.5 15.9 16.7 15.7 16.7 15.7 15.0 15.6 15.3 15.2 14.2 14.5 13.7
20.6 20.6 20.6 20.8 20.8 20.8 21.0 20.3 20.2 20.4 20.6 20.6 20.7 20.6 20.8 20.2 20.4 20.3 20.1 20.4 20.6 20.8
3.1 3.2 3.2 3.2 3.3 3.3 3.3 3.1 3.1 3.2 3.1 3.2 3.2 3.0 3.0 3.0 3.1 3.0 2.9 3.0 2.9 3.0
No rebalance and no BCC
https://gtr1.net/2013/?s20020103e20200103h21r0f0.1...
17.6 16.5 16.8 17.7 18.2 17.3 17.3 18.0 18.5 18.1 17.5 18.8 17.5 18.2 16.7 17.5 18.1 18.3 18.0 16.2 17.4 17.4
26.1 26.1 26.5 27.1 27.0 26.3 26.0 25.8 25.5 25.9 25.8 25.5 26.2 25.9 26.7 25.6 26.2 26.1 25.7 26.2 26.1 26.4
3.0 3.0 3.0 3.0 3.0 3.1 3.0 3.0 3.0 3.0 3.0 3.0 3.0 3.0 2.9 3.0 3.0 3.0 3.0 3.0 3.0 3.0
Change from TR to RRS
https://gtr1.net/2013/?s20020103e20200103h21r0f0.1...
16.0 15.2 15.3 15.2 15.7 15.8 16.0 15.7 15.2 15.5 15.8 16.7 17.1 16.8 16.3 15.7 16.0 16.5 16.6 16.5 16.3 17.0
26.8 26.4 26.8 26.8 26.7 26.6 26.4 26.9 27.4 27.5 27.1 27.4 27.4 27.0 26.8 26.7 26.2 26.2 26.5 26.4 26.6 26.3
2.1 2.1 2.1 2.1 2.0 2.0 2.0 2.0 2.1 2.0 2.1 2.1 2.1 2.1 2.1 2.1 2.1 2.0 2.0 2.0 2.0 2.0
Adding "HTD 12"
https://gtr1.net/2013/?s20020103e20200103h21r0f0.1...
16.6 15.8 17.1 16.7 17.9 17.8 15.3 15.2 15.1 15.0 15.6 16.9 16.3 16.4 16.4 16.0 15.7 18.6 18.0 17.9 17.8 17.0
26.7 26.8 27.1 26.9 27.1 26.5 26.3 26.0 26.6 26.4 26.6 26.8 26.9 26.6 27.3 27.0 26.5 26.3 26.6 26.7 26.9 27.0
1.8 1.8 1.8 1.7 1.7 1.7 1.7 1.7 1.7 1.8 1.8 1.8 1.8 1.8 1.8 1.8 1.8 1.7 1.7 1.8 1.8 1.8
Ranked by current price vs. 52 week range. Also HTD 12
https://gtr1.net/2013/?s20020103e20200103h21r0f0.1...
18.6 21.2 19.6 19.4 18.6 16.9 17.5 18.8 18.2 18.7 18.4 17.4 17.1 17.0 16.6 17.2 18.6 19.3 19.7 19.1 20.4 20.4
25.1 25.3 25.2 25.5 25.0 25.6 25.4 25.4 25.4 25.5 25.3 25.4 25.3 24.7 24.4 24.4 24.6 24.2 24.7 25.3 25.4 25.5
3.2 3.2 3.3 3.3 3.3 3.2 3.3 3.2 3.2 3.3 3.1 3.2 3.2 3.2 3.3 3.3 3.2 3.2 3.3 3.2 3.2 3.3
For this last screen, the daily closing price data was put into an Excel
spreadsheet and weekly timing statistics were run. The timing sell
signal was whenever QQQ was -2% below the 43 week SMA. Buy was when
QQQ was at or above the SMA.
AVG is the average of the 21 cycles, LOW is the cycle with the lowest CAGR
1/3/2002 to 1/3/2020
Untimed Timed
avg low avg low
18.9% 17.8% <-CAGR -> 22.4% 21.5%
26% 26% <-STDEV-> 22% 22%
| Unthreaded | Threaded | Whole Thread (7) | Prev | Next |