I look across regimes and many drawdown, crashes, corrections, recessions periods to see extent and recovery times compared to NDA/QQQ and SPY (which are the main alternatives for cheap exposure to many US stocks at once). I am testing to verify when gtr numbers are not repeated in Norgate data and AI analysis and when they are (generally they are though today I found an anomaly). I test and test and test.
But results can be better than expected, too, as in in the last 8 months. #6 pick in the strategy was up 30% today, e.g., and it is not alone; the period since October has been gangbusters, far better than the strategy would have suggested likely.
I lived through the 87 30% crash, the tech 70% crash, the 2000 and 2002 disasters, the covid crash so I realize bad things happen to good people.
But I believe in data; that is all there is. I am not Long Term Capital Management; I realize the past does not prepare you for all eventualities. But it partially prepares you, and using it enabled me to retire at 40 without much money so I am still crunching numbers.