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URL:  https://boards.fool.com/while-the-rsswitch-has-a-cagr-of-149-34989851.aspx

Subject:  Re: Synopsis of a number of mungofitch screens Date:  11/29/2021  10:09 PM
Author:  Rayvt Number:  282251 of 283399

while the RS_Switch has a CAGR of 14.9%

That's ... interesting.

I re-ran my backtest for that screen, although my dates are a bit different. 3/2006 thru 10/2021. And I also got 14.9% CAGR.

Not sure about the figures you showed for 2008/2009, -41.9% and +67.0%
I get -6.2% & 44.0%

I showed being in cash 6 months in 2008 & 3 months in 2009.

Here's the counts of # of months for each:
SPY   :    7  ( 4%)
QQQ : 91 (48%)
PRF : 46 (24%)
IWF : 21 (11%)
cash : 24 (13%)

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