Can anyone tell me which dates the portfolios are rebalanced for the purpose of calculating the stockranks performance ?
Hey John. We rebalance at the close of the last trading day of each quarter. i.e. end March, June, Sept, December.
There's more information on the process on the performance page www.stockopedia.com/stockranks/performance/
Hi Ed,
In the Stockranks webinar and a few other places you say that you carried out backtests on the stockranks, but you don't reveal what sort of results were obtained.
There is a lot about the problems inherent with backtesting and why a live performance is better, nevertheless I would still be interested to know what sort of performance backtests indicate for the high stockranks, and especially how the stockranks held up under bear market conditions such as the banking crisis.
Could you share some figures?
Hi Blissgull,
This might be useful..
Mechanical Bull is an investment blogger, whose posts are infrequent but always interesting. The blog here looks at a 10 year back test of a (non Stockopedia) QVM type ranking system;
http://bullmechanic.blogspot.co.uk/2014/08/a-stock-ranking-backtest.html
Hi Brigra, thanks for your reply.
Yes, there is an interesting backtest facility at that other site which Mechanical Bull used for his splendid analysis, though I would disagree with his arithmetic.
I would still like to know how the Stockopedia ranking system has performed in backtests, particularly in bear markets.
