Pries Capital’s Asset Market Backtests

Points of discussion:
• Backtesting assesses the viability of a trading strategy or pricing model by discovering how it would have played out retrospectively using historical data.
• The underlying theory is that any strategy that worked well in the past is likely to work well in the future, and conversely, any strategy that performed poorly in the past is likely to perform poorly in the future.
• When evaluating an idea on historical data, it is beneficial to reserve a time period of historical data for testing purposes. If it is successful, evaluating it on alternate time periods or out-of-sample data can help confirm its potential viability.

Pries Capital is a private equity investment research firm. Pries Capital generates exclusive stock market and real estate investment research for all types of investors. Whether you are an institutional investor or a retail investor, the firm strives to be the first-place investors go to for their quantitative macroeconomic research and financial market strategy.

With that said, "We have great challenges & great opportunities, and with our help we’ll meet them together!" – Jason Pries