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Author: Rayvt Big gold star, 5000 posts Top Favorite Fools Add to my Favorite Fools Ignore this person (you won't see their posts anymore)
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Subject: Re: Synopsis of a number of mungofitch screens
Date: 11/29/2021 10:09 PM
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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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