The crate.
One book per issue. One rule per book. Each entry contains the rule as the author stated it, the program we wrote from it, and the backtest that came back — published either way.
Published
In the crate
Written up next. Order may change as the data allows.
Lynch argued that a stock is cheap when its price-to-earnings ratio is below its growth rate. That single comparison became one of the most quoted rules in retail investing. We wrote it as a program and ran it over a decade of US large caps.
Graham gave the defensive investor seven hard filters and the enterprising investor a looser version. We test what survives modern markets and what was quietly killed by accounting changes.
Dalio divides the world into growth and inflation, each up or down, and holds a portfolio in every one of the four quadrants. The idea is simple to state and surprisingly hard to rebuild with public data.