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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: lizgdal ✶☼  😊 😞
Number: of 6243 
Subject: Re: YEY Failure Analysis
Date: 01/12/24 12:05 PM
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No. of Recommendations: 9
MLPs didn't affect YEY much. YEY includes US common (10,11), foreign (12), REIT (18, 48), ADR (30, 31), and LP (71,71).

styp.a = 0!10!11!12!18!30!31!48!71!72

Screen                   CAGR  SAWR  GSD  MDD  Sharpe    From       To
1500ew                    11     8   22   -60   0.50   19870302  20240108
YldEarnYear_SI            25     9   32   -61   0.84   19870302  20240111
YldEarnYear_SI_noMLP      25    10   31   -58   0.84   19870302  20240111
YldEarnYear_SI_UScommon   15     7   29   -69   0.59   19870302  20240111
 
1500ew                     9     7   23   -42   0.48   20140110  20240111
YldEarnYear_SI             7     5   37   -59   0.33   20140110  20240111
YldEarnYear_SI_noMLP       8     6   36   -57   0.38   20140110  20240111
YldEarnYear_SI_UScommon   10     7   34   -60   0.44   20140110  20240111


gtr1.net: GTR1 Backtester - YldEarnYear_SI
gtr1.net: GTR1 Backtester - YldEarnYear_SI_noMLP
gtr1.net: GTR1 Backtester - YldEarnYear_SI_UScommon
gtr1.net: GTR1 Backtester - 1500ew
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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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