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asset growth
We backtested the asset growth anomaly with quality filters on XETRA-listed German stocks from 2000 to 2025. The portfolio returned 6.39% annually vs 5.04% for the DAX. That's +1.35% annual excess return. The strategy wins 52% of years, beating the DAX in 13 of 25.
asset growth
Asset Growth Anomaly on Indian Stocks: 13.01% CAGR Over 20 Invested Years We backtested the asset growth anomaly with quality filters on NSE from 2000 to 2025. The portfolio returned 13.01% annually vs 12.06% for the Sensex. That +0.95% annual excess held up across India'
asset growth
Asset Growth Screen Tested on 16 Global Exchanges: Where Capital Discipline Pays Off We ran the same asset growth screen on 16 exchanges across 14 countries, covering 25 years of annual data. The CAGR spread is over 10 points, from 13.01% (India) down to 2.57% (Saudi Arabia). When
asset growth
We backtested the asset growth anomaly with quality filters on Brazil's SAO exchange from 2000 to 2025. The portfolio returned 10.57% annually vs 8.70% for the Bovespa. That +1.87% excess is modest, but the real story is the drawdown. The max drawdown was -9.61%
asset growth
The asset growth screen works on Canadian stocks. Not marginally. Clearly. The strategy returned 7.52% annually on TSX-listed stocks from 2000 to 2025, beating the TSX Composite's 3.95% by 3.57 points per year. That gap compounds: $10,000 grew to $61,270 in the portfolio
asset growth
We backtested the asset growth anomaly with quality filters across all US exchanges (NYSE, NASDAQ, AMEX) from 2000 to 2025. 12.78% CAGR vs 7.85% for the S&P 500. During the dot-com bust, the portfolio gained 26% while the market lost 34%. Capital discipline beats aggressive expansion.
interest coverage
We backtested an interest coverage screen with quality filters across all US exchanges (NYSE, NASDAQ, AMEX) from 2000 to 2025, using next-day close execution to avoid same-bar entry bias. The portfolio returned 9.05% annually vs 8.02% for the S&P 500. That +1.03% annual excess isn&
interest coverage
We ran the same interest coverage screen on 14 exchanges from Bangkok to Tokyo to New York, each measured against its local benchmark. All 14 beat their local market. BSE (India) led at 28.8% CAGR, +17.7% vs Sensex. Switzerland flipped from underperformer (vs SPY) to +4.3% vs SMI.
value investing
Low P/E with quality filters returned 16.9% CAGR on BSE and 13.7% on NSE over 25 years, beating the Sensex by +5.8% and +2.6% respectively. Max drawdown hit -67%.
value investing
Same low P/E screen, 12 exchanges. BSE 16.9% CAGR. LSE 13.6%. HKSE 14.4%. US 13.9%. UK went from zero data to +12.2% vs FTSE 100. Local benchmarks change the story.
value investing
We backtested a low P/E value screen with quality filters across 25 years of US stock data (NYSE, NASDAQ, AMEX). 13.9% CAGR vs 8.0% for the S&P 500, with significant sector concentration in financials and energy.
value investing
Low P/E screening on Hong Kong's HKSE returned 14.4% annually from 2000 to 2025. That's +12.6 percentage points above the Hang Seng Index, which managed just 1.8% CAGR over the same period. The strategy's Sharpe of 0.296 towers over