If I am understanding exactly what you did. First at the end of each year you found the best 5 and worst 5 ranked by TTM CAGR. Next you found the average performance for the selected best and worst performers over the next 12 months. If that is the case there appears to be a mean reversion with respect to a 12 month look back.If this is what you did why did you need gritton's backtester? Isn't all the data you need in Bill2m's downloadable spread sheet?RAM
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