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The week's question
In March 2025, in the thread "Re: OT, out", Umm asked the members: "Do you think it is because America is made up of magical soil that makes businesses based in America magically profitable?" This week it is put to everyone again. The button below opens the small thread re-asking it - read what others have said so far, then give your own answer as an ordinary reply.
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Investment Strategies / Mechanical Investing
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Author: lizgdal ✶☼  😊 😞
Number: of 6243 
Subject: Re: 1 Year SIP Backtests to 2024 July
Date: 07/09/24 10:15 PM
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No. of Recommendations: 8
is it possible to test the same over 2022-23 period ie 1 yr lookback to understand the forward consistency?

This is possible, but may not shed much light. WWL methods need a look-back period and a look-forward period. Using 1-year returns to predict future 1-year returns is going to be noisy, and there may be better choices. What I do is download daily Portfolio Values for each screen, and build a WWL backtest in Excel. Also, starting out with a collection of solid screens is important to reduce noise. Some of these SIP screens are just noise.

Various 1 year backtest results have been posted. For example:
http://www.datahelper.com/mi/search.phtml?nofool=y...
http://www.datahelper.com/mi/search.phtml?nofool=y...
http://www.datahelper.com/mi/search.phtml?nofool=y...
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This community has written 6,227 posts about Mechanical Investing. The article-length ones it recommended most:
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