Post #5756 by bankersfate on the Mechanical Investing board

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Investment Strategies / Mechanical Investing

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No. of Recommendations: 2

The 25th percentile CAGR returns (with timing) in the periods:

                  1985-2026  2006-2026
RS-52wk 5 HTD 12:   25.3%      25.3%
PHL-52wk 5 HTD 12:  26.7%      24.1%
Overlap 0-5:        22.3%      23.2%

Are you able to please run this from 2006-2019? I am curious if this is greatly affected by the tail of the last few years.

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