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Investment Strategies / Mechanical Investing
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Author: lizgdal   😊 😞
Number: of 3953 
Subject: Re: G-score backtest
Date: 11/11/2024 8:45 PM
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No. of Recommendations: 2
Growth stocks (BP bottom 20%) have higher CAGR in the last 10 years:

      Screen       CAGR  GSD  MDD  Sharpe  Beta    From       To     Depth
SP1500BPq1 7.6 34 -60 0.34 1.4 20141111 20241108 298 BP top 20%
SP1500BPq2 8.9 24 -46 0.44 1.1 20141111 20241108 298
SP1500BPq3 9.0 22 -41 0.47 1.1 20141111 20241108 295
SP1500BPq4 10.4 20 -37 0.56 1.1 20141111 20241108 298
SP1500BPq5 13.2 21 -37 0.68 1.1 20141111 20241108 298 BP btm 20%
SP1500EqualWeight 10.3 23 -42 0.51 1.1 20141111 20241108 1499



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