ERP5 Best Selection backtesting results available!

Olivier Dambrine 13 Aug 2011

We just completed backtests on our ERP5 Best Selection screener using our proprietary backtesting tool. The results are impressive. Between June 1999 and June 2011, the backtest generated a return in excess of 700%! The novelty we have this time is that we also modeled this in our profitmapper tool. We created a portfolio of 100.000 euros in cash and simulated investing this money according to the ERP5 best selection strategy. This allows you to follow the ERP5 BS strategy day-to-day and see how its profits evolve over time.

If you're convinced by these fantastic results and want to follow this purely mechanical strategy or learn from it, you will soon be able to do this on profitmapper. The ERP5 BS portfolio will be published as a guru and when you subscribe to this guru you will be able to see all the shares that have been selected in the past and also the current top 30 stocks in which the strategy has invested.

In the coming weeks we will also load other strategies such as the Magic Formula BS and Piotroski and create gurus for this as well. Stay tuned!