BACK-TESTING EP MODEL Y-6 for RETAIL TRADE

I almost changed the return period to May 1 to April 30th. The number of companies with a year end date of January 31st were as abundant as December 31st. But then I noticed a couple of companies with August year ends whose results were already available (it's September 30th today). Given that it has taken only two months to have results made me think that my current frame of three months was too long. But then I thought, three months is acceptable - it's extra busy at the beginning of a new year - so I decided to keep everything as is.

One Year Return

Two Year Return Three Year Return Four Year Return Five Year Return Six Year Return Return for Year Two Return for Year Three Return for Year Four Return for Year Five Return for Year Six Observations

There's only one company in Group 8. It did have the best results for the first year. Group 6 was a consistently strong contender. I'm interested to see how the constituents for each group change as I move forward in the back-testing, ie) in Y-5, Y-4 etc.

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