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This is, unfortunately, a case in point against Greenblatt and MFI. I can't duplicate his claimed results in the backtests I have run. Not it seems can anybody else.

But you do follow his profile in CAPS and you can see from the results there that TrackJGreenblatt's score is 761.39 which would put him in the 88th percentile amongst all CAPS players as well as handily beat the S&P.

YMMV though.
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