Post #1737 by lizgdal on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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The win percent will go from 100% for the longest period to 50% to 1-day periods. For the screens I follow, win percentage was:

rolling period  average  min  max
    10-year       92%    56%  100%
    1-year        68%    56%  81%
    1-month       56%    51%  63%

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