Created a screen according to MorningStar Key Stat and Zack rank tested on 1-yr rebalancing on different start dates. Result between 30%-50% annually.

Can someone validate my finding?

Thank you



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I ran the screen using 52 week holding and the CAGR for the 3-year period from Jul 2012 through Jun 2015 ranged from 26.2% to about 47% with an overall average of 34%.   So yes, your backtest results are similar to mine.

 

Regards,

 

paul

 


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