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Investment Strategies / Mechanical Investing❤
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Author: tedthedog ✧⎊  😊 😞
Number: of 4356 
Subject: Re: book recommendation
Date: 07/12/2025 12:46 PM
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No. of Recommendations: 6
Thanks Jim!

Below is a link to the devil's plot of the two year CAGR, now based on an 'average two year price' as Jim defined it in his Geek note, versus the SMA 'valuation' measure.
https://www.dropbox.com/scl/fi/h2g07ldh4xmyef4qgd5...
A point is plotted for each trading day.

Here's the associated summary table

Bin | Min value1 | Max value1 | Avg CAGR (%)
----|---------------|---------------|-------------
  1 |        0.6609 |        1.0119 |        17.9
  2 |        1.0120 |        1.0791 |        15.4
  3 |        1.0793 |        1.1137 |        13.8
  4 |        1.1137 |        1.1416 |        11.1
  5 |        1.1417 |        1.1738 |        12.6
  6 |        1.1739 |        1.2100 |        12.5
  7 |        1.2101 |        1.2501 |         8.0
  8 |        1.2503 |        1.3069 |         5.7
  9 |        1.3070 |        1.3689 |         5.7
 10 |        1.3690 |        1.5694 |         3.8



Jim used a weighted moving average (WMA) on his valuation measure while this plots uses a simple moving average (SMA). Inflation adjustment was not used in this plot.

Ted
(for the devil)
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