As a continuation to my Value Investing Master Class given to me free of charge by BigFatPurse, I spent some time in the National Library Bloomberg Terminals yesterday to see if a similar strategy may yield superior returns when applied to the local stock-market over the past 10 years.
As I'm a beneficiary of a good deed, I have to find a roundabout way to return the favor to BigFatPurse but would still benefit my readers, so I won't replicate the exact strategy shared as it would affect their business negatively, I think readers who are impressed can invest a price equal to restaurant meal for two by signing up for their course. Instead I took the broad concept to create a filter which employs a strategy similar in spirit to BigFatPurse to see market out-performance takes place.
The back-test was done over the 10 years. ( 2004 - 2014 ......