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Investment Strategies / Mechanical Investing
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Author: musselmant   😊 😞
Number: of 5386 
Subject: Re: new dervied Nasdaq100 weekly strategy
Date: 01/19/26 10:22 AM
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No. of Recommendations: 3
trading the zacks strategy monthly also works but ups the maximum drawdown:
<pre
average the worst start
cagr 22.87 17.4
gsd 36.2
sharpe .75 .59
ldd 20
ui 18.9
beta 1.0 1
ti 23.25
at 12.38
mdd -66.0 -75.4

Warning: I can't get adding daily dollar volume and price criteria to work correctly; when I add them to screens I am getting weird results that can't be correct.
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