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Search results for Back-Test

04/04/2024

Advanced Back Testing Strategies for the Modern Investor

Discover how back testing can be the secret weapon in your investment arsenal. This article gives you a step-by-step approach to avoid the pitfalls and make the best use of historical data to back test and improve your stock market strategies.

17/01/2024

2023 Backtest Update: Mastering the Magic Formula

Dive into the updated Magic Formula backtest and see how it's performing in the current market. A must-read for any investor managing their own portfolio.

01/02/2023

Magic Formula strategy back test (2022 update)

Here you can see all the back tests of the Magic Formula investment strategy we could find

08/02/2022

Conservative Formula Investment Strategy: Quantitative Investing Made Easy

Implementing the Conservative Formula in your portfolio is easier than you might think. Follow these simple steps to select and rank stocks based on key criteria like volatility, momentum, and shareholder yield.

24/01/2022

We tracked 19 investment strategies in 2021 - These had the highest returns

This article shows you the highest return, investment strategies in 2021 - 19 investment strategies tested

01/12/2021

Best large cap investment strategy ever – Shareholder Yield keeps beating the market

We tested the Shareholder Yield investment strategy using the Market Leaders investment universe over the six-year period from 2016 to 2021.

13/07/2021

These were the best investment strategies in the first half of 2021 - 19 strategies tested

This article tracks 19 investment strategies and shows you what investment strategy would have given you the best return in the first half of 2021

20/01/2021

The best investment strategy in Europe in 2020 - 19 strategies tested

This article summarises 19 investment strategies in Europe and shows you what investment strategy would have given you the best return in 2020.

29/12/2020

How to make 2021 your best investment year ever

There are still a lot of great investment opportunities around, this is how YOU can find them

08/06/2020

Warum und wie man eine Anlagestrategie mit hoher Free Cash Flow Rendite umsetzt

Dieser Artikel zeigt Ihnen (mit zwei unabhängigen Backtest), warum die Free Cash Flow Rendite eine gute Anlagestrategie ist und wie Sie sie Schritt für Schritt in Ihrem Portfolio umsetzen können.

11/03/2020

The Power of Cash: How and why to implement a shareholder yield investment strategy 💰

Discover how to implement the powerful Shareholder Yield Investment Strategy in your portfolio. This step-by-step guide explains the strategy and presents compelling back-test results.

16/01/2020

What investment strategies performed best in 2019 – 19 strategies tested

This article summarises 19 investment strategies and shows you what investment strategy would have given you the best return in 2019

19/12/2019

How to back test your investment strategy - Real world example

Investing without backtesting is like sailing without a compass. Learn how to navigate the stock market with precision by applying backtesting techniques to your investment strategy. Ready to chart a more reliable course?

04/11/2019

Stock screener back test function now available

You can now back tests your investment strategy with the Quant Investing stock screener

29/10/2019

Discover How to Back Test Your Investment Strategy with Point-in-Time Data! 🔍

Curious About Your Investment Strategy's Real-World Performance? 📈 Discover how the Quant Investing stock screener's new backtesting feature, using point-in-time data, can reveal the historical performance of your strategies. A must-read for personal investors seeking insights into their investment approach.

31/07/2019

Quant Investing historical screener – screen point in time data

The Quant Investing historical stock screener is available. You can now screen past point in time data to see how your investment strategy has performed.

11/07/2019

These were the best investment strategies in the first half of 2019

These were your best performing investment strategies in the first half of 2019. Careful, jumping on the best performing strategy is most likely a bad idea

27/05/2019

Quant Investing time machine coming – point in time data

Soon we will be adding a point in time historical stock screener database to the Quant Investing stock screener

19/02/2019

ERP5 investment strategy back test

This article shows you the back tests results of the ERP5 investment strategy and how to implement it in your portfolio.

13/02/2019

Quality Value Momentum investment strategy back test and how to implement the strategy with step-by-step instructions

Explore the Quality Value Momentum (QVM) investment strategy, combining quality, value, and momentum to maximize your returns. Discover how to implement this powerful approach in your portfolio step by step.

08/02/2019

Qi Value investment strategy back test - 2021 update

This article shows you the back tests results of the Qi Value investment strategy.

31/01/2019

EBIT to enterprise value investment strategy back test

This article shows you the back tests results of an EBIT to enterprise value (Earnings Yield) investment strategy.

23/01/2019

The best investment strategies in 2018 - World-Wide

These were the absolute best performing investment strategies in 2018. Warning - jumping on the best performing strategy is most likely a VERY bad idea

12/11/2018

Free cash flow yield back test

In this article shows you all the back tests of the free cash flow yield investment strategy I could find + how to find your own free cash flow yield investment ideas

06/11/2018

Crunching Numbers: Piotroski F-Score's Back-Tested Triumph 📊

Uncover the power of the Piotroski F-Score investment strategy through comprehensive back-testing. This article summarizes the results of various back tests, demonstrating how this strategy can potentially boost your investment returns. Discover its effectiveness in identifying high-quality companies and learn how to integrate it into your investment approach.

22/10/2018

ERP5 demystified: How and why to implement the ERP5 investment strategy in your portfolio

Can the ERP5 investment strategy elevate your portfolio's performance? This article shows you why (backtests) and how (step by step) to implement it in your portfolio.

15/10/2018

The Trending Value Strategy: James O'Shaughnessy's Winning Formula 📈

Discover the power of James O'Shaughnessy's Trending Value strategy and how it beat the market by 10% annually for 45 years. Unlock the secrets of this remarkable investment strategy.

10/10/2018

Why and how to implement a falling knife investment strategy in your portfolio

This article shows you exactly why and how to implement a falling knife investment strategy in your portfolio.

05/09/2018

How and why to implement an EBIT to enterprise value investment strategy

Earnings before Interest and Taxes (EBIT) to Enterprise Value (EV) is one of the best valuation ratios you can use to get market beating results. You can compare it to any single ratio, over most time periods, and it will nearly always give you the best returns.

10/08/2018

How and why to implement a Value Composite Two investment strategy world-wide

This article shows you why and exactly how to implement a Value Composite Two investment strategy

03/08/2018

How and why to implement a Value Composite One investment strategy world-wide

This article shows you why and exactly how to implement a Value Composite One investment strategy in your portfolio.

16/07/2018

Invest Like Graham: Mastering the Net-Net Investment Strategy

Dive into the world of net-net investing, a strategy developed by Benjamin Graham. Explore its ability to consistently deliver 20-30% annual returns. Understand the key factors that drive this strategy's success, including risk, market liquidity, and long-term reversal. Uncover insights to help you screen for net-net stocks.

25/06/2018

This simple Microcap investment strategy beats the professionals – Data driven

Discover a remarkable microcap investment strategy with an impressive 28.2% annual return over 34 years. Learn how to implement this strategy step by step in your portfolio. Unearth hidden gems in the world of microcap stocks that institutional investors often overlook.

17/05/2018

✨ Systematic Value Investing: Decoding Best Investment Strategies in an 11-Year European Analysis

Discover the secrets of systematic value investing! Learn from the 11-year research examining small vs. large companies, and different portfolio sizes. Find out which strategies triumphed in a challenging market.

22/03/2018

This easy to use adjusted slope momentum strategy performed 7 times better than the market

Just as Andreas Clenow did, we also found that the strategy works great world-wide.

08/01/2018

Your absolute best investment strategy in 2017 – nearly everything worked

2017 was a really profitable year where just about all of the 19 strategies we tracked would have given you a great return. The highest return was +32.6% and the lowest +16.1%.

24/11/2017

From Theory to Practice: Implementing a high Free Cash Flow Yield Investment Strategy in Your Portfolio

A step-by-step guide to finding and capitalizing on the best free cash flow yield investment opportunities

09/11/2017

This investment strategy is working even better than we expected +1223% - Updated with 2022 data

We did not think the Qi Value investment strategy would work this well. Up an astounding +1233% more than 8 times the market

26/10/2017

Do TTM or normalized ratios give you higher returns? – data driven

Do trailing 12 months (TTM) or average ratios, also called normalized ratios - give you higher returns? This article tells you what works best.

22/05/2017

Ever heard of the price to book magic formula?

Are you a low price to book value investor? If so read about an interesting investment strategy that combines a low price to book ratio with ideas from the Magic Formula.

26/04/2017

The best investment strategy in Europe from 2000 to 2014 – data driven

Looking for a great investment strategy? This was the best investment strategy in Europe over the 14 year period from July 2000 to July 2014

31/01/2017

Your absolute best strategy in 2016

2016 was a rather boring investment year that turned out surprisingly profitable if you used the strategies that worked.

16/09/2016

How to implement a true microcap strategy that works – data driven

In March 2016 Jim O’Shaughnessy published an interesting research paper called A True Microcap Strategy. The paper made a VERY convincing argument for investing in microcap companies.

19/08/2016

The unseen risks of high dividend stocks revealed - Insights from data-driven research

Learn why the highest dividend yield isn't always the best choice. Insights from data-driven research.

19/07/2016

These new screener tools will give you even better investment ideas

In this article I want to show you what we have added recently added to the screener and what we are developing and will be available soon.

09/06/2016

Your best strategy in 2016… so far

What investment strategy would have given you the best return so far 2016?

09/09/2015

Does the Magic Formula also work in Finland?

The Magic Formula investment strategy was able to outperform the Finnish stock market with less risk over the 13 year period from May 1997 to May 2010. The back test also discovered something unusual that can increase your Magic Formula returns even more.

21/07/2015

This outperforms all other valuation ratios (14 year back test result)

Here is proof the Qi Value indicator can give you great returns - It includes all the best ratios we have ever tested.

03/07/2015

Ever looked at quantitative value investing? You should.

This research will change you from a hard core value investor to a quantitative value investor.

24/06/2015

Large companies on steroids – Market Leaders added to the screener

We just added Market Leaders, as defined by James O'Shaughnessy in his excellent book What Works On Wall Streets, to the Quant Investing stock screener.

12/03/2015

Can the Piotroski F-Score also improve your investment strategy?

The Piotroski F-Score can improve your investment returns - here are the facts

03/03/2015

Are you fishing in a pond that is just too small? Global value investing proven

Do you only invest in the in the country where you live? If you do it’s a big mistake as it severely limits your investment opportunities and returns.

16/02/2015

Truths about stop-losses nobody wants to believe

The key to making a stop-loss strategy work. These research papers prove that a trailing stop-loss strategy increase your returns.

29/01/2015

Be careful of this time tested value ratio

Never use a single ratio to get investment ideas. This advice was confirmed in this article that tested a low price to book investment strategy

28/01/2015

Have you been using the wrong quality ratio? The Gross Income ratio

Our thinking on quality ratios changed when we read a very interesting research paper about the the Gross Income or Gross Profitability ratio.

20/01/2015

1374.2% return from neglected, value and momentum companies

The Neglected, Value and Momentum investment strategy works nearly unbelievably well. Over 13 years it returned 1374.2%

13/01/2015

Busting the top 10 myths of momentum investing: How it outperformed over 212 years

Groundbreaking paper sheds light on the myths of momentum. Discover what most investors overlook about this strategy.

15/12/2014

Quality, Value and Momentum in North America +962% over 13 years

Quality Value and Momentum also works in North America - here are the back test results

09/12/2014

Use this simple quality ratio to improve your investment returns

The External Finance Ratio increases your returns, irrespective of what investment strategy you use

08/12/2014

Use the Piotroski F-Score to improve Growth Investment Returns

As a growth investor can the Piotroski F-Score to increase your returns? That is what a friend of mine Jan-Hendrik Mohr proved in this interesting research paper

03/12/2014

Can you use the Piotroski F-Score to improve Growth Returns?

As a growth investor can you use the Piotroski F-Score to increase your returns? This research proves you can!

18/11/2014

Dividend investor - This ratio beats dividend yield

If you are a high dividend yield investor here is a ratio better than dividend yield to help you find high return investments

05/11/2014

Free cash flow yield back test published

High free cash flow investment strategy back tested, one of the best single ratio strategies we have tested.

01/11/2014

Quality, value, momentum – the best strategy you have never heard of?

This Quality Value Momentum (QVM) investment strategy has all our best ideas - It REALLY works +1142% over 13 years...

23/10/2014

This overlooked ratio, large funds and hedge funds can’t use, gives you higher returns

Can the liquidity of a company’s shares have an impact on your investment returns? The answer will surprise you.

01/10/2014

This combined valuation ranking gives you higher returns - Value Composite One

If you use only one ratio to find investment ideas it may lead to you missing attractively priced companies in terms of other ratios. This combination of valuation ratios pulled together into one indicator solves the problem - Value Composite One

03/09/2014

Mastering the Piotroski F-Score 📈: Your Key to Financially Strong Stocks

Meet Joseph Piotroski, the professor behind the F-Score, and learn how his simple ranking system can boost your investment returns.

12/05/2014

One simple ratio beats the best value funds

This article proves that a simple quantitative value investment strategy beats the worlds best value investment funds