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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Nice screen and awesome results with such a long time rebalance. However, I ran the screen during the financial crisis and the results were bad or even worse compared to allĀ other value strategies. I'm still looking for a bullet-proof strategy based on value that could have outperformed the markets during tough times. That's the real challenge!


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