Re: BMW Method Backtest?

Investment Strategies / Mechanical Investing

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I couldn't find any posted backtests of the BMW method. Requiring 20 years of stock price history limits many backtesting tools. There were a few posts discussing screens that picked BMW-type stocks (e.g. Benchmark Investing). The French Fama Factor LT-Rev has a 5 year lookback, but has negative CAGR after inflation.

portfoliovisualizer.com - Factor statistics

=== links ===

Long-Term Reversal Factor (LT Rev)
We use six value-weight portfolios formed on size and prior (13-60) returns to construct LT_Rev.
mba.tuck.dartmouth.edu - Data library

"It is based on reviewing the exponential growth of a company's stock price from some point in the past (usually 20 – 30 years) and comparing today's price to ranges of growth rates (CAGR) that have defined that company. A stock that is at or below its lowest historical CAGR rate is considered a good buy."
The Internet Archive: Archived copy, as it stood on 27 August 2010

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https://gtr1.net/2013/?~BenchmarkInvesting_2004072...

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