Hi, Shrewd!        Login  
Shrewd'm.com 
A merry & shrewd investing community
Best Of MI | Best Of | Favourites & Replies | All Boards | Post of the Week! | How To Invest
Search MI
Shrewd'm.com Merry shrewd investors
Best Of MI | Best Of | Favourites & Replies | All Boards | Post of the Week! | How To Invest
Search MI


Investment Strategies / Mechanical Investing
Unthreaded | Threaded | Whole Thread (3) |
Author: musselmant   😊 😞
Number: of 5384 
Subject: Claude test of Nasdaq100 1 year mo strategy
Date: 03/13/26 9:01 AM
Post New | Post Reply | Report Post | Recommend It!
No. of Recommendations: 4
A friend using Claude tested top 5 and 10 by 1 year momentum stocks in the Nasdaq100 back through 2006 and confirms that a SMA timing strategy's sweet spot is between 17 and 24 months. If you get out when SPY is below that SMA you increase the CAGR and sharpe, and drop the MDD from not timing.
In that post-2005 window you beat QQQ's CAGR by 7% but not QQQ's better drawdown and sharpe, with or without timing the strategy, per my friend's run on Claude.
Post New | Post Reply | Report Post | Recommend It!
Print the post
Unthreaded | Threaded | Whole Thread (3) |


Announcements
Mechanical Investing FAQ
Contact Shrewd'm
Contact the developer of these message boards.

Best Of MI | Best Of | Favourites & Replies | All Boards | Followed Shrewds