Post #3864 by rayvt on the Mechanical Investing board

When reading posts, there are yellow stars against the names of the most respected Shrewds. The number of points in the star, starting at 3, represents the Shrewd'm-Star rating. This number is the average recommendation that the author received over the last 12 months.

- Manlobbi

Investment Strategies / Mechanical Investing ❤

Unthreaded | Threaded | Whole Thread (36)

Prev | Next

Post New | Post Reply | Report Post | Recommend It!

No. of Recommendations: 2

Checking the NAZ RS52Wk and SP RS52Wk on GTR1

Thanks.

But the results for SP500 & NAZ100 encompass different start dates.
I think you need to make a universe that starts on the start of NAZ, 02/01/1985 for an honest comparison.

Yes, using NAZ beats the pants off of SPX. But that MDD -73.5 is gut-wrenching.
Using a decent timing method should smooth out the ride. More spreadsheet work.

Post New | Post Reply | Report Post | Recommend It!

Print the post

Unthreaded | Threaded | Whole Thread (36)

Prev | Next

Announcements

Mechanical Investing FAQ

Contact Shrewd'm
Contact the developer of these message boards.

A community forum supporting civilized, and highly helpful, self-educating investors that come together for Shrewdness and merry spirits. These message boards closely follow the look and feel of the old message boards at boards.fool.com prior to the boards redirected to discussion.fool.com. Shrewd'm is not affiliated with the comprehensive and excellent investment website, The Motley Fool (TMF), in any way. The Shrewd commmunity here has owed, and continues to owe, gratitude to The Motley Fool for nurturing a culture of jovial irreverence towards Wall St, and that tradition will continue here.