Building a Community: Rule-based objective approach to fundamental long-term investing

Hi Hiren,

Capitaline database. From 1999 to 2022. We shall be updating FY23 and FY24 data together. Since data for all companies is not out till September, we are waiting for the same. Also, we have data till FY23 on our internal system and can share result on the same on request.

I will create filters similar to what you have suggested, and share backtested results. However, you can yourself create rules on our backtester tool. You can use fundamental ratios from the financial statements including ROCE, ROE, DE, Profit & cash flow growth metrices, valuation ratios including PE, PB, PCFO etc. However, momentum and other technical ratios are not available on our platform.

You can create and backtest rules as you like, looking at average rolling returns, risk, sharpe, sortino, highest & lowest returns / maximum drawdown etc. We are also adding feature to look at fundamental performance of the investment rules – historical profit & cash-flow growth, PE expansion, ROCE, ROE trajectory etc.