Post #3728 by RAMc on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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No. of Recommendations: 12

As a further example of using price in a backtest.
Starting with a MCap top 1700 ROE top 500 and stop there holding all 500 stocks over last 10 years:
The CAGR is 10.14%
Then select the top 5o by price.s CAGR 12.1%
https://gtr1.net/2013/?!!QlpoMTFBWSZTWRrvjUwAAaTfg...
Or price.s bottom 50 CAGR 5.5%
https://gtr1.net/2013/?!!QlpoMTFBWSZTWW8Ca8MAAaTfg...

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