Backtesting Update - Dissecting the Decline
After finalizing the system and getting all the data in order, I've been able to backtest the stock ratings system going back to the 27th of December 2007. As well as presenting the basic performance of the system over this period, I'll also be showing how different types of stocks (based on the fundamental characteristics described in the factors and subfactors of the system) have performed over the different phases of the 2008 bear market finishing with the sharp drop in the market during early October.
In the coming days I'll publish this info in a series of posts with slightly varying topics...
tags: backtesting
posted: November 2, 2008
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