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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: musselmant ✧☼  😊 😞
Number: of 6243 
Subject: Re: Variations on 52 wk momentum screen in Nasdaq100
Date: 02/25/26 5:32 PM
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No. of Recommendations: 6
check out this 5 stock version of one you posted with a change in the timing rule.
Twice the Nasdaq100 since end of 1999, with same mdd and beta.
cagr 21.6 since end of 1999

gtr1.net: GTR1 Backtester

Keeps the 5 ratio(gprc(1),linear(1,hgprc(1,253),1,lgprc(1,253))) top, using the same measure but in the top 10.

and 31% CAGR since 19850206, almost 3x Nasdaq100 with slightly better mdd

and thanks for the analysis; it can feel mighty quiet in here sometimes.

You also can get 31.8% CAGR since 19850206 using ratio(tr(1,200),tr(1,5)) top 15 for the timer, with 19.75 for post-1999.

I have been funding my world travel with variants of this screen for the last 6 months so I am on the hunt for the ideal variant to extend my travels.
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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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