We are excited to let you know that we have added the Backtesting feature in All-In-One Screener which is free of survival bias caused by the historical mergers/acquisitions/spin-off/delisting.
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 “Backtesting” tab, which is next to “Active Filters”
- Under the “Backtesting” 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
- 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 “Performance” tab. You can also check out the historical holdings from the “Results” tab.
- Warren Buffett Recent Buys
- Warren Buffett's Current Portfolio
- This Powerful Chart Made Peter Lynch 29% A Year For 13 Years
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.