We are excited to announce that we expanded the backtesting capabilities in the All-In-One Screener to include all countries. For the U.S. market, the backtesting data starts from January 2006. For the remaining 80-plus countries or regions, the backtesting data goes back to January 2016.
Backtesting Data Start Date
Jan. 1, 2006
Other 80+ countries
Jan. 1, 2016
Here is how to use the backtesting function:
- Go to the GuruFocus All-in-One Screener.
- Set up the filters for the strategy that you want to invest with. You can select your own criteria or use one of GuruFocus' predefined screeners.
- 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 your backtesting parameters:
- The year you want to start the backtesting (up to three years for Premium members and 10 years for Premium Plus members).
- The frequency you want to rebalance the portfolio (quarterly, semi-annually or annually).
- Set what metric you want to rank the list by; only the filters you selected are available options.
- Determine if you want to rank the list in ascending or descending order.
- Set up to how many stocks you want to have in the backtested portfolio.
5. Backtesting should be in one country/region a time. Select the country or region in which you want to perform the backtesting. You can do this by selecting the country in the "Regions" bar at the top of the screener. If you don’t select a region, the U.S. market will be the default.
6. The results of the backtesting will be displayed after the calculation is finished. You can see the annual and overall performances of a strategy under the “Performance” tab. Please note that different benchmarks are used for the different countries where you are backtesting. You can also check out the historical holdings from the “Results” tab.
Watch the video below for more information on how to use the historical and backtesting tools.
Again, Premium members can backtest for up to three years, while Premium Plus members can backtest for 10-plus years for the U.S. market. You also need to be subscribed to the corresponding region in order to perform backtesting. The results should be free of survival bias as all of the historical mergers, acquisitions, spinoffs and delistings are considered.
Feel free to leave us a comment below if you have any questions or suggestions.