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The week's question
In March 2025, in the thread "Re: OT, out", Umm asked the members: "Do you think it is because America is made up of magical soil that makes businesses based in America magically profitable?" This week it is put to everyone again. The button below opens the small thread re-asking it - read what others have said so far, then give your own answer as an ordinary reply.
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Investment Strategies / Mechanical Investing
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Author: rayvt ✧☼🐝🐝  😊 😞
Number: of 6243 
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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Members reply directly to rayvt here — and replies get answered. Reading is free; so is joining the conversation. Join Shrewd'm »
This community has written 6,227 posts about Mechanical Investing. The article-length ones it recommended most:
Dividend investing · 52 recs · 2025
Non-Mag7 screen · 34 recs · 2025
OT - Div yields and returns · 32 recs · 2024
Using AI to generate backtesting programs · 30 recs · 2025
Rankings for 19Dec2022 · 29 recs · 2022
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