Rolling returns from mi50 backtests from 1999…1 min read

Mi50 backtests from 1999 show the following rolling returns:

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The backtest itself may be subject to errors due to non availability of survival bias free data or erroneous data but overall we should get some sense of confidence on the positive outcome of this strategy. In no 3/5/or 10 year rolling period to date from 1999 has the strategy had a negative return period.

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April 25, 2016 by Weekend Investing

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    rufus
    rufus
    5 years ago

    Just curious , how did the strategy performed in Jan – Feb 2016 . this was a brutal period for the kind of stocks that the portfolio has been invested in .

    Ajeya Krishna
    Ajeya Krishna
    5 years ago

    Wonderful returns Sirji.

    Its quite tough to track the entry and exits of the Mi50 list. What is the current Mi50 stock list? Is it possible to display “Latest Mi50 stock list” is your blog to be visible always?

    JIGS
    JIGS
    5 years ago

    Does this back tested rolling return chart means max holding period of 3 years for any small/midcaps? 🙂
    I personally do not give much importance to results of back-testing of current stocks.