GARP - Trading Studio

GARP

We Tested GARP in 17 Markets. UK Beats Its Benchmark by 3.52%.

We ran the GARP strategy on 17 stock exchanges from 2000 to 2025. Against local benchmarks, UK (+3.52% vs FTSE), Germany (+2.69% vs DAX), and Sweden (+1.92% vs OMX) outperform. India barely ties the Sensex (+0.10%). Here's the full comparison.

GARP

GARP on German Stocks: Beats the DAX by 2.69% Annually Over 25 Years

GARP on XETRA stocks from 2000 to 2025. 7.81% CAGR vs the DAX's 5.12%. 2.69% annual excess, 63% down capture, Sharpe nearly doubles the index. Germany is one of the few markets where GARP generates real alpha vs its local benchmark.

GARP

GARP on Indian Stocks: Barely Beats the Sensex (+0.10% Annually)

We tested Peter Lynch's GARP strategy on NSE stocks from 2000 to 2025. Against the Sensex benchmark, the excess is 0.10% per year. Against SPY, the apparent 3.20% excess reflects India's growth premium, not GARP alpha. 11.22% CAGR with higher risk than the index.

GARP

We Backtested Peter Lynch's GARP Screen on 25 Years of US Data. It Lost.

We ran the Growth at a Reasonable Price strategy on all US stocks from 2000 to 2025. 7.15% CAGR vs 8.02% for the S&P 500. The screen was fully invested every quarter. It still lost.