My mechanical momentum strategy crossed 28% XIRR per year yesterday, after almost 6 years. I never thought this was possible for anybody else then Peter Lynch. But then he did it over 20 years, and there I am not even at a third. And we had extraordinary stock markets for the time I do this.
Here is a table comparing the performance of some indices with my momentum strategy, even comparisons don’t make much sense:
Addendum: I publish my trades and a monthly recap in my mechanical investment strategies thread: