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 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.
quality investing
Hong Kong FCF conversion quality returned 6.0% CAGR vs 1.64% for the Hang Seng over 25 years. +4.36% annual excess. 68% win rate. The alpha comes from stock selection, not crash protection: down capture is 70%.
dividend investing
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.
dividend investing
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.
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.
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 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 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
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 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 NSE from 2004 to 2025. 15.87% CAGR, 4,176% total return. 61% down capture, 110% up capture, 5.67% annual alpha vs Sensex.