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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: twice the Nasda100 CAGR with simple criteria
Date: 06/25/25 11:09 PM
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From 01/01/2020 to present, I am showing an annualized return of 14.79% versus QQQ at 18.92%.

That's only 5 1/2 years. Too short of a backtest to be meaningful.

Put that starting date in the gtr1 link that musselmant posted gets 18.98% CAGR.

Ah, hmmm, the field is "tr(1,253)". Is that "tr" total return which includes dividends? All the other sites use price only for momentum. If so, that could explain the different stocks picked.





I don't know why you chose the date to start you did. Maybe Portfolio123 is limited in its backtest period.

When I had my P123 account, their data started at the end of 1999. You'd have to start the backtest on Jan 2001 to get 1 year of initial momentum.
Now I believe that you only get 5 years of data unless you go for the $83/mo (and up) plan.

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This community has written 6,227 posts about Mechanical Investing. The article-length ones it recommended most:
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