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Investment Strategies / Mechanical Investing
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Author: musselmant   😊 😞
Number: of 5384 
Subject: Re: Claude test of Nasdaq100 1 year mo strategy
Date: 03/14/26 8:34 AM
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No. of Recommendations: 5
timed  v. QQQ timed v. QQQ v. SPY timed v. SPY v. 5 stocks timed v. 10 untimed  v. 5 untimed
10 stocks
strategy

Cagr 23.2 10.59 11.5 9.7 12.2 35.95 24.28 27.197

Gsd 28.8 18.5 27.3 13.98 19.96 32.889 35.18 42.15

Sharpe .82 .49 .44 .539 .56 .81 .77 .77

Ldd 15.7 9 15.7 7.89 10.167 18.49 20.12 23.19

Ui 11.7 11.479 27.3 8.69 10.37 14.5 22.07 22.86

Try 25.98 12 8.19 11.74 9.3 27.8 17.92 19.4

Beta .81 .689 1.29 .59 1.07 .88 1.29 1.4

At 4.2 2 .67 1.87 .498 4.6 3.6 4.159

Mdd -48.6 -31.68 -80.82 -31.45 -60.31 -49.3 -71.9 -73.36
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