The backtest could be extended to 1926 using some other market benchmark. The market and the economy have changed since the 1930s and 1940s, but maybe people are the same in some ways.

For example, using pref(sp500.a,sp90.a) = 1 from 19260104 to 20240423

Screen   CAGR  SAWR  GSD  MDD  Sharpe
LC_SMAC   13     8   16   -57   0.67
  LC      11     6   25   -88   0.44

https://gtr1.net/2013/?~LC_SMAC:h63::pref%28sp500....
https://gtr1.net/2013/?~LC:h63::pref%28sp500.a,sp9...


"The S&P 500 was introduced in 1957 as a stock market index to track the value of 500 corporations that have their stocks listed on the New York Stock Exchange (NYSE) and the Nasdaq."
https://www.investopedia.com/ask/answers/041015/wh...

"Use ^S5T (a.k.a. "gSPY" in other posts) back to 19251231. "^S5T" is my symbol for the market capitalization-weighted total return portfolio whose constituents are those of the actual S&P 500 back to index inception in 1957, and those of its predecessor, the S&P 90, before that back to 19251231."
http://www.datahelper.com/mi/search.phtml?nofool=y...

Mechanical Investing FAQ

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