back-test

If you want to create a model that beat the market, just back-test the data until your computer cooperates.

The Next Big Thing: Model ETF Portfolios 2010

Equally impressive is the back-test that Greenblatt ran on this strategy.

Get Briefed: Joel Greenblatt 2010

Greenblatt tested the approach on a varying universe of stocks based on market capitalization, and each back-test showed significant outperformance versus the market.

Get Briefed: Joel Greenblatt 2010

Kalifi went onto the forecastle dressed in light cotton pants and with no foul weather gear, unharnessed, and was trying to fit a fire hose into the shooting end of the center water cannon; I guessed to back-test the pipes.

The Whale Warriors Peter Heller 2007

Kalifi went onto the forecastle dressed in light cotton pants and with no foul weather gear, unharnessed, and was trying to fit a fire hose into the shooting end of the center water cannon; I guessed to back-test the pipes.

The Whale Warriors Peter Heller 2007

His back-test screen of stocks with new analyst coverage since October 2001 shows that such stocks deliver nearly a 40% annualized return.

Love At First Rating Matthew Rand 2006

One may ask if a two-year test is adequate, but a back-test of performance for the period 2000 to 2005 shows that the Dow is in negative territory, while the Chartwell Global 30 is up 39%.

Building A Better Benchmark Carl Delfeld 2006

A note of caution: While our back-test suggests the earnings estimates score is effective, we only have data back to February 2004.

Improving Earnings Outlooks Richard Moroney 2006

Based on a back-test of stock returns in the 18 rolling 12-month periods since February 2004, the top 20% of companies in the S&P 1500 Index as measured by the earnings-estimates score outperformed the average S&P 1500 stock by an average of 4.9%.

Improving Earnings Outlooks Richard Moroney 2006

Testing: 30-year back-test with commissions, no slippage or taxes

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