No. of Recommendations: 15
With Robbie’s GTR1 out of commission I was wondering if my old backup python based backtester which only uses SIP data was still working. I have not been using it for several years nor have I tried to update any field changes when they last changed their data source. So there’s no guarentee the accuracy but this is what I got.
Most interesting is how YldErnYr the old standby came back strong after a lull.
YldErnYrPlatykurtic 2020-01-03 thru 2026-02-20
Top 15 tilldrop 20 period 28 days slipRndTrp 0.25% , Dividends True , CashForNoPicks True
CAGR Fri 63.4% GSD 50.8% CAGR/GSD 1.2 UlcrIndx 14.8% MxDD 46.7% AT 493%
20.33 X accumulated with 430 Buys, 1138 Holds and 94.0% Avg Invested
80 cycles, Over 6.13 Years Missing at Sell 19
ROE_CASH_boris 2020-01-03 thru 2026-02-20
Top 15 tilldrop 20 period 28 days slipRndTrp 0.25% , Dividends True , CashForNoPicks True
CAGR Fri 19.4% GSD 22.4% CAGR/GSD 0.9 UlcrIndx 10.6% MxDD 30.7% AT 113%
2.97 X accumulated with 104 Buys, 1200 Holds and 100.0% Avg Invested
80 cycles, Over 6.13 Years Missing at Sell 15
VGHorseL 2020-01-03 thru 2026-02-20
Top 15 tilldrop 20 period 28 days slipRndTrp 0.25% , Dividends True , CashForNoPicks True
CAGR Fri 6.1% GSD 24.8% CAGR/GSD 0.2 UlcrIndx 17.4% MxDD 30.6% AT 708%
1.43 X accumulated with 597 Buys, 1100 Holds and 91.0% Avg Invested
80 cycles, Over 6.13 Years Missing at Sell 18
3PtRelVal 2020-01-03 thru 2026-02-20
Top 15 tilldrop 20 period 28 days slipRndTrp 0.25% , Dividends True , CashForNoPicks True
CAGR Fri 9.7% GSD 24.1% CAGR/GSD 0.4 UlcrIndx 15.4% MxDD 31.7% AT 720%
1.76 X accumulated with 591 Buys, 1071 Holds and 89.0% Avg Invested
80 cycles, Over 6.13 Years Missing at Sell 27
Up5PrCntCF 2020-01-03 thru 2026-02-20
Top 10 tilldrop 15 period 14 days slipRndTrp 0.25% , Dividends True , CashForNoPicks True
CAGR Fri 20.1% GSD 26.8% CAGR/GSD 0.8 UlcrIndx 8.9% MxDD 25.7% AT 1638%
3.08 X accumulated with 678 Buys, 1080 Holds and 67.0% Avg Invested
I haven’t kept the daily price data up to date so this currently only give non obtainable Friday returns. Older data when I kept up the daily prices show slightly lower gains. Up5PrCntCf shows a 4% lower gain using Monday (O,(HL)/2,C)3 prices.
PS I have moved on to other data sources so I am not interested in bringing this back to life.
