Hacker News new | ask | show | jobs
by eps 759 days ago
It was easy to beat spy over this period by investing into, say, a Nasdaq index.

What were max drawdowns on spy and your experiment?

If yours was smaller, then it's interesting, because it means higher returns with lower volatility.

* Also, looking at SPY data it looks like its 1-year return from today was 26.05% rather than the 3x smaller number you gave. Even considering that you operate in CAD that's quite a discrepancy...

1 comments

I am comparing SPY's return with the GPT return for the exact timeframe during which a particular position was recommended by the GPT Investor. For example, some positions were held for only 7 days, while others were held for 3 months, etc. I generated 19 different sets of recommendations with varied timeframes and at different points in the last year. This link, where I track everything, should clarify any confusion: https://www.gptinvestor.co/the-gpt-investor/