Post #2599 by Knighted on the US Policy board

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I have find in my own backtests that ROE is often pretty reliable in offering benefits as far as any single measure, other than momentum which for technical reasons (pun not intended) is about the only mechanical investing variable that cannot be arbitraged away with heavy widespread use.

Excellent post in addition to mungofitch's. May I ask what tool you used for your ROE backtests? Is it something publicly available?

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