This page is updated every 3-4 months. It shows historical performance of the most powerful strategies we have back tested on the JSE as well as performance of our live model portfolios. Go to the RESEARCH menu to read about strategies we track and back tests we have done on the JSE. Please note that NO LEVERAGE IS USED in any of our model portfolios, just plain old standard share purchases.

"LIVE" MODEL PORTFOLIO DASHBOARDS
Here we display the performance of our best "live" model portfolios - live versions of our best share picking strategies. These are a continuation of the back-tests to allow us to form a robust history and validation of real-world strategy performance. Go to the STRATEGIES main menu for updates on the live portfolios including their share make-up and individual share growths. Please note that JSE regulations require us to disclose we have invested in our personal capacities in every one of the below portfolios.

PowerStocks Research CAN-SLIM portfolios


Magic Formula 5-share Portfolios constituted from JSE TOP-40 Universe:




O'Shaughnessy Cornerstone Value Strategies from ALL-STOCKS



Magic Formula 10-Share portfolios constituted from ALL-STOCKS universe


PowerShares Series-A high dividend yielding strategy from JSE TOP-100


Low Price/Book 10 & 20 share Strategy taken from ALL STOCKS Universe


Low Price/Book 5-Share Strategy taken from LARGE STOCKS (TOP 100) Universe


Actively Managed Piotroski Portfolio (note we no longer track this due to lack of candidates)


Powerstocks "Rebound-V" Strategies formed at large troughs.


TurboShares Portfolio (all its shares appear in at least 5 of the above strategies)
 

"BLUECHIP" 5-share derived from our RiskCurves Research on the JSE TOP-10 (Annually rebalanced)


BACK-TEST DASHBOARD
Here we show the results of  the most powerful strategies taken from our 8 year back-test series. The 14-year Piotroski and 10-year PowerShares back-test results were adjusted to reflect the same 8-year back-test periods used for the other strategies, so all strategies could be compared against the same timeline, namely 2000-2008. Note that except for PowerShares, all backtests were done on an ALL STOCKS universe which means they contain many illiquid shares and micro-cap stocks.



P2BD10 is the Decile-10 strategy taken from the Price/Book 8 year backtests.
P2ED10 is the Decile-10 strategy taken from the P/E 8 year backtests.
P2ED02 is the Decile-2 "Emerging earners" from the PE backtests.
PIOT9 is the Piotroski "Niners" strategy, taken from 14-year Piotroski backtest.
MFD10 is the Magic Formula strategy, taken from the MF 8 year backtests.
PWRSHR is the PowerShares-A strategy, taken from a 10 year backtest.
GROUP is the equal weighted JSE market index
ALSI is market-cap weighted JSE market index.
FAIS DISCLAIMER: Note that we are a research house and not registered brokers or financial advisors. The information contained in our correspondence, programs and publications does not take into account the investment objectives, financial situation and particular needs of any particular person and is not to be construed as personalized investment advice in terms of the Financial Advisory and Intermediary Services (FAIS) Act of 2002. Although we may answer general customer service questions, we are not licensed under securities laws to address your particular investment situation. Any investments or trades mentioned in our publications should be made only after consulting with your investment advisor or intermediary service and only after reviewing the prospectus and financial statements of the companies concerned. Please read our Terms and Conditions and Disclaimers. We may have substantial positions in the securities shown in our programs or discussed in our publications and may increase or decrease such positions without notice. Buying and selling of shares on the JSE can be risky and you could lose all or part of your capital. Do not trade or invest with funds you can not afford to lose. Profits from share dealing are a form of income and subject to taxation.

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