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BACK-TESTING EP Y-6 LARGE CAP: I, S, C, R

I'm trying something different.

There are benefits to sorting by sectors and perhaps I'll come back to it, but now I'm sorting by the available analysis elements.  Without getting into a lot of detail, this model looks at several different fundamentals (a maximum of nine) which results in a score, the higher the score the better.  However, not every fundamental is present in every company.  This method of organizing splits out those companies that have all four of the inconsistent measures, or three, or two.  I don't expect there will be companies that only have one of the inconsistent measures, but we'll see.

I also want to state that there will be a difference between the methods used in testing and the method used in operations, if I can successfully prove out this model.  When this model is in operation, I will be looking for companies who have just released their financials and looking at their score for possible inclusion or removal from the investment portfolio.  I can run these companies against specific and well-thought out portfolios - portfolios of companies in the same or similar sectors, with a similar market cap and who share the same inconsistent fundamentals.

In this testing phase, I am searching for a "good-enough" grouping.  I need the portfolios to be large and I need the results to be a comparable as reasonably possible.  Let's see how it does.

One Year Return Two Year Return Three Year Return Four Year Return Five Year Return Six Year Return Year Two Return Year Three Return Year Four Return Year Five Return Year Six Return Observations:
There's a lot of inconsistency in the 8 group, which was the highest grouping and that is a little disheartening.  I notice that the 1 group performed consistently poorly, which is an outcome I'm looking for.
 

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