Post #513 by RAMc on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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I don't know about the valueline 1700 results but a backtest using the sp500 + sp400 +sp600 (1500 stocks) using SIP data
ROE_CASH 2020-01-03 thru 2023-05-19 Top 12 tilldrop 15 period 28 days slipRndTrp 0.70% , Dividends True , CashForNoPicks True
CAGR Fri 16.9% GSD 28.3% CAGR/GSD 0.6 UlcrIndx 15.4% MxDD 33.1% AT 94%
1.69 X accumulated with 38 Buys, 528 Holds and 100.0% Avg Invested.
The 69% total return compared to a 27% total return of the SP500 over the same period.

I've been using a different variation of ROE_Cash as part of a tactical allocation since 2020. My results are significantly lower,
but my volatility was also much lower.

RAM

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