We are excited to let you know that we have added the Backtesting feature in All-In-One Screener for Premium and PremiumPlus Members.
Here is how to use GuruFocus Backtesting Function:
- Go to GuruFocus All-In-One Screener
- Set up the filters for the strategy that you want to invest with just like the way you use All-In-One Screener
- In the results area of the All-In-One Screener, look for the AAABacktestingAAA tab, which is next to AAAActive FiltersAAA
- Under the AAABacktestingAAA tab, you can set up your backtesting parameters:
- The year you want to start the backtesting (up to 3 years for Premium Members and 10 years for PremiumPlus Members.)
- The frequency you want to rebalance the portfolio (quarterly, semi-annually, and annually)
- How you want to rank the list with, only the filters you selected are available for the ranking
- In which order to rank the list
- Up to how many stocks you want to have in the testing portfolio
Warren Buffett's Current Portfolio
This Powerful Chart Made Peter Lynch 29% A Year For 13 Years
- The results of the backtesting will be displayed after the calculation is finished. You can see the annual and overall performances of strategy from the AAAPerformanceAAA tab. You can also check out the historical holdings from the AAAResultsAAA tab.
This is the first release of the backtesting function. Filters such as Gurus, Insiders are not yet functional. We will continue to work on the backtesting feature and make it cover all the filters and make it faster. In the meantime, please let us know if you observe any bugs or if you have any suggestions.
The backtesting should be free of survival bias as all of the historical mergers/acquisitions/spin-off/delisting are considered in the backtesting.
Premium Members can backtest for up to 3 years. PremiumPlus members can back test for up to 10 years. If you are not a Premium Member, please feel free to take a 7-day Free Trial .
Read More:
About GuruFocus: GuruFocus.com tracks the stocks picks and portfolio holdings of the world's best investors. This value investing site offers stock screeners and valuation tools. And publishes daily articles tracking the latest moves of the world's best investors. GuruFocus also provides promising stock ideas in 3 monthly newsletters sent to Premium Members .
This article first appeared on GuruFocus .
The views and opinions expressed herein are the views and opinions of the author and do not necessarily reflect those of Nasdaq, Inc.
The views and opinions expressed herein are the views and opinions of the author and do not necessarily reflect those of Nasdaq, Inc.
Credit: Shutterstock photo