六周实验表明， Momentum 策略是有效的， 六周来七只回溯股中， 两只获得
15% 以上的超级回报，
centurion 22.1%
OKP 16.3%
三只获得 6% 以上的可观回报
STE 8.97%
valuemax 7.5%
Moneymax 6.97%
两只回报为负值
CNMC -5.4%
Wee Hur -3.5%
如果把 每个超级回报赋值2， 可观回报赋值 1， 负值回报赋值 -1， 那么总得分 5 分， 以总股数七只计算， 该策略的信心指数达到 71.4%
when doing backtesting, one should be objective, logical, and rational.
from 17 Apr to yesterday (6 weeks), Simsci index (same as STI index) rose sharply from 360 to 410, or 13.8%.
As you said earlier, if you had invested the same amount of money across all the 7 stocks equally. I am sure the overall return of your basket is much lower than the broader index gain.
So it is back to your investment objective, which some or us had discussed the topic earlier last year in the forum. if you are trying to beat the benchmark index, obviously this portfolio did a poor job; if you are trying to make some absolute returns, it did the job, however, under a very strong bullish market condition (which means that by just blindly throwing darts on the wall to pick up the stocks still can achieve similar result).
As you said earlier, if you had invested the same amount of money across all the 7 stocks equally. I am sure the overall return of your basket is much lower than the broader index gain.
So it is back to your investment objective, which some or us had discussed the topic earlier last year in the forum. if you are trying to beat the benchmark index, obviously this portfolio did a poor job; if you are trying to make some absolute returns, it did the job, however, under a very strong bullish market condition (which means that by just blindly throwing darts on the wall to pick up the stocks still can achieve similar result).
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