SP500
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0.42% 2,806.7 standard & poor's 500

S&P500 Relative to Observed Mean Reversions, page-5

  1. Trae
    1,484 Posts.
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    26/04/17
    10:48
    Post #: 24264633
    Whilst the model doesn't cater for transaction costs and tax, this video is an interesting experiment on investing in the index v spreading bets.

    I suspect better returns would be achieved if the model was cross border & based on low company PE v CAPE ratio (perhaps incorporating a PEG or straight growth filter)
    Last edited by Trae: 26/04/17
    Value at posting: 2,390.2
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    lightbulb Created with Sketch.  Great analysis
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