Post #5659 by rayvt on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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Poll: Slightly different Timing methods.
Which do you think is better to use?
Which would you prefer?

The two investment periods are 2/1/1985-12/1/2025 and 9/1/2006-12/1/2025
The first period has the massive 2000 tech bust.
Do you prefer the best 41 year results or the best in the most recent 20 years?


A:
2/1/1985-12/1/2025            9/1/2006-12/1/2025
CAGR      23.8%               CAGR      20.5%
Stdev     26.3%               Stdev     22.3%
MaxDD(12) -37%                MaxDD(12) -37%
Sortino   1.71                Sortino   1.56
Grth \$10K \$60,747,930         Grth \$10K \$362,461

B.
2/1/1985-12/1/2025            9/1/2006-12/1/2025
CAGR      22.3%               CAGR      21.9%
Stdev     25.9%               Stdev     21.6%
MaxDD(12) -36%                MaxDD(12) -24%
Sortino   1.62                Sortino   1.77
Grth \$10K \$37,489,388         Grth \$10K \$456,326

C. 
2/1/1985-12/1/2025            9/1/2006-12/1/2025
CAGR      22.8%               CAGR      21.9%
Stdev     25.9%               Stdev     21.6%
MaxDD(12) -36%                MaxDD(12) -24%
Sortino   1.66                Sortino   1.77
Grth \$10K \$43,882,895         Grth \$10K \$451,499


D.
Who cares???  The worst is still DOUBLE the S&P 500, and the maximum drawdowns are all tolerable.

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