Simulated Historical Performance

Does the screen
actually work?

We ran our current DEEP VALUE signals against 2 years of monthly price history. Here's what the data shows — including where it underperforms.

⚠ IMPORTANT: This is simulated historical performance, not a live track record. We applied today's signals retroactively to historical prices. This is NOT a guarantee of future results. Past simulated performance does not predict future returns. Not investment advice. Educational purposes only. Always consult a qualified financial advisor.
—Simulated Trades
—Avg 12mo Return
—12mo Win Rate
—Beat SPY (12mo)
Returns by Holding Period
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Per-Ticker Results (12mo avg)
Ticker Company Sector Current MoS Current Price Avg 12mo Return Trades
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How This Backtest Works

For each company currently flagged as DEEP VALUE by our scanner, we pulled 24 months of monthly closing prices from public market data. We then simulated hypothetical entry and exit points at each monthly interval, calculating the return over 3, 6, and 12-month holding periods.

The S&P 500 (SPY) benchmark return is calculated over the same entry/exit window for each simulated trade, allowing direct comparison. "Beat SPY" means the stock outperformed the index over that specific holding period.

This analysis does NOT represent live trading results. The signals were generated today using current fundamental data — we then asked "what would these same companies have returned historically?" That is a retroactive simulation, not a forward-looking prediction or a real portfolio track record.

The screen's purpose is to identify quality businesses trading at a significant discount to conservative intrinsic value estimates. It is a research starting point, not a buy recommendation.