Backtest a screen
If you had bought the top-ranked stocks of this screen years ago and simply held them, here is what would have happened — after brokerage, STT and slippage.
Honest caveat: the ranking uses today's scores applied to a past entry date, so this is a look-back study, not a point-in-time simulation — treat it as a sanity check on the model, not a promise. Equal-weight, buy-and-hold, no rebalancing, weekly closes. Costs applied: 0.20% on entry and 0.30% on exit (brokerage, exchange charges, GST, stamp duty, STT and slippage).
Running the backtest…