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

Investment Strategies / Mechanical Investing
Unthreaded | Threaded | Whole Thread (14) |
Author: RAMc ✭  😊 😞
Number: of 3958 
Subject: Re: new screen on Nas100 doubles its CAGR
Date: 03/02/2024 9:14 AM
Post New | Post Reply | Report Post | Recommend It!
No. of Recommendations: 7
I’m always a little skeptical of any screen with only 5 picks and backtests that start after the ’08 bear market.

So upping the min price to $3 and doubling all the cutoff’s and testing from 20071015:
nas100.a != null
aprc(1) > 3
ratio(tr(1,5),tr(1,200)) bottom 20
ratio(aprc(1),MktCap) bottom 14
ratio(tr(1,5),float.s) bottom 10

Brings it down a notch but still does very nicely even with 0.35% trade friction.
CAGR 16.4
SAWR 8.0
MDD -51% high but better than market.
AT 4.1 not that bad

One step further to a final hold 15 CAGR still holding at 15.75%

And then trading only every 3 months CAGR 16.3% perpetual SAWR 9.3%

No longer skeptical!

RAM
Post New | Post Reply | Report Post | Recommend It!
Print the post
Unthreaded | Threaded | Whole Thread (14) |


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

Ticker or Board Name Author

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