Search results for Back-Test

How to make 2021 your best investment year ever
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
Read more
Stock screener back test function now available
04/11/2019
Stock screener back test function now available
You can now do your own back tests with the Quant Investing stock screener
Read more
Quant Investing historical screener – screen point in time data
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.
Read more
Quant Investing time machine coming – point in time data
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
Read more
These new screener tools will give you even better investment ideas
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.
Read more
Large companies on steroids – Market Leaders added to the screener
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.
Read more
Can you use the Piotroski F-Score to improve Growth Returns?
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!
Read more
Free cash flow yield back test published
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.
Read more
The best investment strategy in Europe in 2020 - 19 strategies tested
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.
Read more
How and why to implement a shareholder yield investment strategy
11/03/2020
How and why to implement a shareholder yield investment strategy
This article shows you how easy it is (step by step) to implement a shareholder yield investment strategy in your portfolio. It also shows you why, through the summary of back tests, shareholder yield is a great market beating large cap investment strategy.
Read more
What investment strategies performed best in 2019 – 19 strategies tested
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
Read more
How to back test your investment strategy - Real world example
19/12/2019
How to back test your investment strategy - Real world example
This article shows you a real example of how to back test your investment strategy using the Quant Investing point in time data.
Read more
How to back test your investment strategy
29/10/2019
How to back test your investment strategy
This article shows you how you can easily (step-by-step) back test your investment strategy using point in time data to make sure it works in the real world.
Read more
These were the best investment strategies in the first half of 2019
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
Read more
ERP5 investment strategy back test
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.
Read more
Quality Value Momentum investment strategy back test
13/02/2019
Quality Value Momentum investment strategy back test
This article shows you the back tests results of the Quality Value Momentum investment strategy in North America and Europe.
Read more
Qi Value investment strategy back test
08/02/2019
Qi Value investment strategy back test
This article shows you the back tests results of the Qi Value investment strategy.
Read more
EBIT to enterprise value investment strategy back test
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.
Read more
The best investment strategies in 2018 - World-Wide
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
Read more
Free cash flow yield back test
12/11/2018
Free cash flow yield back test
In this article shows you the summarised results of all the back tests of the free cash flow yield investment strategy I could find as well as how to find free cash flow yield investment ideas
Read more
Piotroski F-Score back test
06/11/2018
Piotroski F-Score back test
This article shows you the summarised results of all the back tests of the Piotroski F-Score investment strategy we could find.
Read more
Magic Formula investment strategy back test (2020 update)
29/10/2018
Magic Formula investment strategy back test (2020 update)
This article shows you the summarised results of all the back tests of the Magic Formula investment strategy I could find.
Read more
How and why to implement the ERP5 investment strategy in your portfolio
22/10/2018
How and why to implement the ERP5 investment strategy in your portfolio
This article shows you why (through back tests) and how (step by step) to implement the ERP5 investment strategy in your portfolio. Updated for 2019 results
Read more
How and why to implement James O’Shaughnessy’s trending value investment strategy
15/10/2018
How and why to implement James O’Shaughnessy’s trending value investment strategy
This article shows you exactly how and why to implement James O’Shaughnessy’s Trending Value investment strategy in your portfolio.
Read more
Why and how to implement a falling knife investment strategy in your portfolio
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.
Read more
How and why to implement an EBIT to enterprise value investment strategy
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.
Read more
How and why to implement a Value Composite Two investment strategy world-wide
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 in your portfolio.
Read more
How and why to implement a Value Composite One investment strategy world-wide
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.
Read more
Why and how to implement a net-net investment strategy world-wide
16/07/2018
Why and how to implement a net-net investment strategy world-wide
This article shows you how and why to implement a net-net investment strategy in your portfolio. How and why to buy companies that are trading at less than liquidation value.
Read more
This simple Microcap investment strategy beats the professionals – Data driven
25/06/2018
This simple Microcap investment strategy beats the professionals – Data driven
This simple Microcap investment strategy, large investors cannot use, beats the market - proven with a +28.2%pa 34 year back test. You can also see exactly how (step by step) to implement it in your portfolio.
Read more
Does systematic value investing really work? – Data driven backtest
17/05/2018
Does systematic value investing really work? – Data driven backtest
In 2010 two friends finished a research paper they called Systematic Value Investing: Does it really work? to find the best investment strategy in Europe over the 11-years from June 1999 to June 2010
Read more
This easy to use adjusted slope momentum strategy performed 7 times better than the market
22/03/2018
This easy to use adjusted slope momentum strategy performed 7 times better than the market
Just as Andreas Clenow found when he tested the adjusted slope on the US market we found that the strategy works on companies world-wide.
Read more
Your absolute best investment strategy in 2017 – nearly everything worked
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%.
Read more
 Why and how to implement a high free cash flow yield investment strategy
24/11/2017
Why and how to implement a high free cash flow yield investment strategy
This article shows you why free cash flow yield is great investment strategy and how to implement it in your portfolio.
Read more
This investment strategy is working even better than we expected +837% - Updated with 2020 data
09/11/2017
This investment strategy is working even better than we expected +837% - Updated with 2020 data
We did not think the Qi Value investment strategy would work this well. Up an astounding +837% more than 11 times better than the market
Read more
Do TTM or normalized ratios give you higher returns? – data driven
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.
Read more
Ever heard of the price to book magic formula?
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.
Read more
The best investment strategy in Europe from 2000 to 2014 – data driven
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
Read more
Your absolute best strategy in 2016
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.
Read more
How to implement a true microcap strategy that works – data driven
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.
Read more
Dividend income investing – this is what really works (data driven)
19/08/2016
Dividend income investing – this is what really works (data driven)
Is your high dividend investment strategy based on buying companies with a high dividend yield and high dividend cover? If so you can do a lot better.
Read more
Your best strategy in 2016… so far
09/06/2016
Your best strategy in 2016… so far
What investment strategy would have given you the best return so far 2016?
Read more
Does the Magic Formula also work in Finland?
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.
Read more
This outperforms all other valuation ratios (14 year back test result)
21/07/2015
This outperforms all other valuation ratios (14 year back test result)
The Qi Value composite valuation indicator gives great returns as it includes all the best ratios we have ever tested.
Read more
Ever looked at quantitative value investing? You should.
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.
Read more
Can the Piotroski F-Score also improve your investment strategy?
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
Read more
Are you fishing in a pond that is just too small? Global value investing proven
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.
Read more
Truths about stop-losses that nobody wants to believe
16/02/2015
Truths about stop-losses that nobody wants to believe
These research papers prove that a trailing stop-loss strategy can increase your returns
Read more
Be careful of this time tested value ratio
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
Read more
Have you been using the wrong quality ratio? The Gross Income ratio
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 ratio.
Read more
1374.2% return from neglected, value and momentum companies
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%
Read more
10 myths about momentum investing, squashed
13/01/2015
10 myths about momentum investing, squashed
If you think share price momentum (also called Price Index) is something only traders use and is of no interest to long-term investors (including value investors) this article will change your mind.
Read more
Quality, Value and Momentum in North America +962% over 13 years
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
Read more
Use this simple quality ratio to improve your investment returns
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
Read more
Use the Piotroski F-Score to improve Growth Investment Returns
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
Read more
Dividend investor - This ratio beats dividend yield
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
Read more
Quality, value, momentum – the best strategy you have never heard of?
01/11/2014
Quality, value, momentum – the best strategy you have never heard of?
This Quality Value Momentum (QVM) investment strategy contains the best ideas from our research paper Quantitative Value Investing in Europe - It REALLY works +1142% over 13 years...
Read more
This overlooked ratio, large funds and hedge funds can’t use, gives you higher returns
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.
Read more
This combined valuation ranking gives you higher returns - Value Composite One
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
Read more
This academic can help you make better investment decisions – Piotroski F-Score
03/09/2014
This academic can help you make better investment decisions – Piotroski F-Score
The Piotroski F-Score is the single best indicator you can use to substantially improve your investment returns, this article shows you why and how to use it.
Read more
This simple ratio beats the world’s best value funds
12/05/2014
This simple ratio beats the world’s best value funds
This article proves that a simple quantitative value investment strategy beats the worlds best value investment funds
Read more
Warum und wie man eine Anlagestrategie mit hoher Free Cash Flow Rendite umsetzt
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.
Read more
These were the best investment strategies in the first half of 2021 - 19 strategies tested
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
Read more