Swas - Trading Studio (Page 26)

Growth of $10,000 invested in FCF Conversion Quality vs SSE Composite on Chinese A-shares from 2000 to 2025. Strategy grew to ~$36K, SSE to ~$18K.

quality investing

FCF Conversion Quality on Chinese A-Shares: +2.83% Over SSE Composite in a Volatile Market

Chinese A-shares returned 5.26% CAGR, beating the SSE Composite (2.43%) by 2.83% annually. 60% win rate, 73.86% down capture, and zero cash periods. $10K grew to ~$36K vs ~$18K for the index. Volatile but FCF quality adds value.

Growth of $10,000 invested in Price-to-Book Value Screen vs S&P 500 from 2000 to 2025

value investing

Price-to-Book in the US: The Academic Gold Standard Barely Works Anymore

We backtested a P/B < 1.5 + ROE > 8% screen on US stocks from 2000 to 2025. 5.78% CAGR vs 7.64% for the S&P 500. The Nobel Prize-documented premium has been arbitraged away, and the old downside-protection story is gone too.

Growth of $1 invested in dividend growth screen vs S&P 500 from 2000 to 2025 on US exchanges.

dividend investing

Dividend Growth Screen: 8.00% CAGR With Half the Drawdown (25-Year Backtest)

We backtested a dividend growth screen (5+ consecutive years of increases with quality filters) across 25 years of US stock data. 8.00% CAGR, matching the S&P 500 with 24% better Sharpe and 50% down capture.

Growth of $1 invested in dividend growth screen on Swiss stocks (SIX) vs SMI from 2000 to 2025.

dividend investing

Dividend Growth on Swiss Stocks: Low Volatility, Positive Alpha (SIX Backtest)

We ran a dividend growth screen on Swiss stocks (SIX). 3.55% CAGR vs 1.74% for the SMI, with the lowest volatility (11.63%) of any exchange tested. +1.81% annual alpha over the local benchmark.

CAGR comparison of dividend growth screen across 13 global exchanges from 2000 to 2025.

dividend investing

We Tested Dividend Growth Investing Across 13 Markets. 10 Beat Their Local Benchmark.

We ran a dividend growth screen on 13 global exchanges, each compared to its local benchmark. 10 of 13 show positive alpha. UK led with +6.80% vs FTSE. Canada had the lowest drawdown (-20.70%). India delivered 13.78% CAGR with just -4.02% drawdown.

Growth of $1 invested in dividend growth screen on Indian stocks (NSE) vs Sensex from 2000 to 2025.

dividend investing

Dividend Growth on Indian Stocks: 13.78% CAGR, +1.73% Excess vs Sensex (NSE Backtest)

We ran a dividend growth screen on NSE stocks. 13.78% CAGR vs 12.06% for the Sensex. Just -4.02% max drawdown. Down capture of -36.0%. Modest excess return, exceptional risk profile.

Growth of $1 invested in dividend growth screen on Canadian stocks (TSX) vs TSX Composite from 2000 to 2025.

dividend investing

Dividend Growth on Canadian Stocks: +4.31% Alpha, Lowest Drawdown in Our Dataset (TSX Backtest)

We ran a dividend growth screen on Canadian stocks (TSX). 8.27% CAGR vs 3.95% for the TSX Composite, with 4.79% alpha, the lowest drawdown of any market tested (-20.70%), and a 0.423 Sharpe tied with the US.

Growth of $1 invested in dividend growth screen on UK stocks (LSE) vs FTSE 100 from 2000 to 2025.

dividend investing

Dividend Growth on UK Stocks: +6.80% Over FTSE 100 With 80% Win Rate

We ran a dividend growth screen on UK stocks (LSE). 8.02% CAGR, +6.80% excess over FTSE 100, 80% win rate. 0% cash periods across 25 years. Down capture of 19.38%. The deepest dividend culture globally.

Growth of $1 invested in dividend growth screen on German stocks (XETRA) vs DAX from 2000 to 2025.

dividend investing

Dividend Growth on German Stocks: 5.96% CAGR, +0.92% Alpha Over the DAX (XETRA Backtest)

We ran a dividend growth screen on German stocks (XETRA). 5.96% CAGR with 325% total return, beating the DAX by +0.92% annually with 10% down capture. Genuine alpha with spectacular downside protection.

Growth of $10,000 invested in earnings yield screen vs S&P 500 from 2000 to 2025 on US exchanges.

value investing

Earnings Yield Screen on US Stocks: 25 Years of Data, Modest Alpha

We backtested an earnings yield screen with quality filters on 25 years of US stock data (NYSE, NASDAQ, AMEX). 8.92% CAGR vs 8.02% for the S&P 500. Modest alpha, textbook value factor cyclicality.

Growth of $10,000 invested in the Deleveraging strategy vs S&P 500 from 2000 to 2025, US stocks.

debt reduction

Deleveraging as a US Stock Signal: 7.79% CAGR, Roughly Matching the S&P 500

We backtested D/E reduction with ROE > 8% on US stocks from 2000-2025. 7.79% CAGR vs 8.02% for SPY, a -0.22% annual gap. Clean data gets the signal to parity, but the real edge is abroad: +3.85% in India, +3.30% in Canada vs local benchmarks.

Growth of $10,000 invested in the Compounding Equity Screen UK vs FTSE 100 from 2000 to 2025.

equity growth

Compounding Equity Screen UK: 8.03% CAGR, +6.80% Excess vs FTSE 100

We backtested the Compounding Equity Screen on London Stock Exchange stocks from 2000 to 2025. 8.03% CAGR vs 1.23% for the FTSE 100, with 13.2% down capture. During the 2008 financial crisis, the portfolio fell 10% while the FTSE fell 22%.