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Investment Strategies / Mechanical Investing
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Author: rayvt ✧  😊 😞
Number: of 5383 
Subject: Re: warning about using AI in MI
Date: 03/31/26 9:41 AM
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No. of Recommendations: 4
Strategy            CAGR      Beta      Sharpe    Sortino   Max DD    Max DD recovery     std dev   turnover Treynor
Untimed Top 10      22.0%     1.21      0.80      1.10      -62.3%    1192 days            31.0%     6.66x     0.204
...
Timed Top 10        21.3%     0.81      0.85      1.04      -42.5%    1867 days            27.1%     5.87x     0.285


Interesting that timed had lower Sortino and longer recovery. That seems odd.
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