No. of Recommendations: 2
Gscore results have been fairly consistent. Looking at a few 10-year periods, HIGH-LOW range was around 13 to 23.
CAGR
From To yrs HIGH-LOW
19880302 19991231 12 22 test data
19991231 20241107 25 16 post-discovery
19880302 20241107 37 18 overall
19880302 19980302 10 23 rolling 10-yr
19941104 20041105 10 20 rolling 10-yr
20041105 20141107 10 13 rolling 10-yr
20141107 20241107 10 18 rolling 10-yr
Screen CAGR GSD MDD From To yrs count
GscoreAll 6.0 27 -74 19880302 20241107 37 1053
GscoreHigh 13.4 22 -57 19880302 20241107 37 154
GscoreLow -4.1 32 -89 19880302 20241107 37 134
GscoreAll 9.4 22 -41 19880302 19991231 12 1215
GscoreHigh 20.0 19 -31 19880302 19991231 12 170
GscoreLow -1.9 26 -68 19880302 19991231 12 169
GscoreAll 4 28 -74 19991231 20241107 25 975
GscoreHigh 10 23 -57 19991231 20241107 25 146
GscoreLow -5 34 -89 19991231 20241107 25 117
GscoreAll 7 26 -50 20141107 20241107 10 854
GscoreHigh 14 21 -35 20141107 20241107 10 146
GscoreLow -3 33 -73 20141107 20241107 10 106
GscoreAll 7 24 -62 20041105 20141107 10 967
GscoreHigh 12 20 -51 20041105 20141107 10 131
GscoreLow -1 29 -72 20041105 20141107 10 109
GscoreAll 5 33 -74 19941104 20041105 10 1333
GscoreHigh 15 27 -57 19941104 20041105 10 190
GscoreLow -5 39 -84 19941104 20041105 10 170
GscoreAll 6 19 -33 19880302 19980302 10 1176
GscoreHigh 18 18 -26 19880302 19980302 10 164
GscoreLow -5 22 -57 19880302 19980302 10 164
