dividend investing
We backtested a high dividend yield screen with quality filters on UK stocks (LSE) from 2000-2025. 7.63% CAGR with +6.77% annual excess over the FTSE 100. The quality filters multiplied the index return nearly nine-fold.
dividend investing
We backtested a high dividend yield quality screen across 13 global exchanges from 2000-2025. 11 of 13 exchanges beat their local benchmark. Hong Kong, UK, and Sweden show the largest excess returns. India and Korea underperform due to high cash periods.
dividend investing
We backtested a high dividend yield screen with quality filters (ROE, FCF, debt) across 25 years of US stock data. 10.52% CAGR vs 7.64% for the S&P 500, with a 0.567 Sharpe ratio and +5.17% Jensen alpha.
dividend investing
Sustainability score on 13 global exchanges, 2000-2025. All 13 re-tested exchanges beat their local market index. India led at 15.86% CAGR (NSE). Germany 0.652 Sharpe. UK +8.16% vs FTSE 100, largest local-benchmark excess in the series.
value investing
We combined value (low P/E) and momentum (12-month price trend) into a composite screen and backtested it on all US exchanges from 2000 to 2025. Value-Momentum returned 11.32% annually vs 7.77% for the S&P 500.
value investing
Value-momentum composite on NSE from 2004 to 2025. 15.87% CAGR, 4,176% total return. 61% down capture, 110% up capture, 5.67% annual alpha vs Sensex.
value investing
Value-momentum on JNB from 2006 to 2025. 6.76% CAGR with the shallowest drawdown of any exchange (-24.47%), but the strategy now trails SPY by 1.01% annually after data quality filtering.
value investing
Value-momentum composite on XETRA from 2002 to 2025. 8.17% CAGR with +3.11% excess over DAX and 47.86% down capture against the local index. Mittelstand industrials fit the screen.
value investing
Value-momentum composite on Stockholm Exchange from 2003 to 2025. 9.93% CAGR with +7.01% excess return vs the OMX30, 52% down capture, and a 0.753 Sortino ratio.
value investing
Value-momentum composite on Toronto Stock Exchange from 2000 to 2025. 9.30% CAGR with zero cash periods, 36% down capture vs TSX Composite, and a 66.67% win rate.
value investing
Value-momentum composite on HKSE from 2001 to 2025. 9.88% CAGR with +8.57% excess over Hang Seng. Deep drawdowns (-61.79%) but strong recoveries. Only 2 cash periods.
dividend investing
The dividend sustainability screen on NSE stocks returned 15.86% CAGR over 25 years with 3.80% annual excess over the Sensex. Down capture of -19.3% means the strategy gained on average during market declines.