magic_formula
Greenblatt (2006) 'The Little Book That Beats the Market' — Magic Formula = high Earnings Yield + high ROIC
Rolling Sharpe
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90-day rolling window
Drawdown
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peak-to-trough
Win Rate
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0 fires · weight 0.00×
Current Status
State
Ensemble Weight—
Fires (90d)0
Last fired—
Methodology
Greenblatt (2006) 'The Little Book That Beats the Market' — Magic Formula = high Earnings Yield + high ROIC
Supported Markets
JP StockUS Stock
State Transition History
No state changes recorded yet