Subject: Re: G-score backtest
Growth stocks (BP bottom 20%) have higher CAGR in the last 10 years:

      Screen       CAGR  GSD  MDD  Sharpe  Beta    From       To     Depth
    SP1500BPq1     7.6   34   -60   0.34   1.4   20141111  20241108   298   BP top 20%
    SP1500BPq2     8.9   24   -46   0.44   1.1   20141111  20241108   298
    SP1500BPq3     9.0   22   -41   0.47   1.1   20141111  20241108   295
    SP1500BPq4     10.4  20   -37   0.56   1.1   20141111  20241108   298
    SP1500BPq5     13.2  21   -37   0.68   1.1   20141111  20241108   298   BP btm 20%
SP1500EqualWeight  10.3  23   -42   0.51   1.1   20141111  20241108  1499