Post #2147 by lizgdal on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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is it possible to test the same over 2022-23 period ie 1 yr lookback to understand the forward consistency?

This is possible, but may not shed much light. WWL methods need a look-back period and a look-forward period. Using 1-year returns to predict future 1-year returns is going to be noisy, and there may be better choices. What I do is download daily Portfolio Values for each screen, and build a WWL backtest in Excel. Also, starting out with a collection of solid screens is important to reduce noise. Some of these SIP screens are just noise.

Various 1 year backtest results have been posted. For example:
http://www.datahelper.com/mi/search.phtml?nofool=y...
http://www.datahelper.com/mi/search.phtml?nofool=y...
http://www.datahelper.com/mi/search.phtml?nofool=y...

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