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Nikita Sokolsky's avatar

Would be interesting to run a backtest for the following:

1) If you bought the top-10 losers of the S&P500 every year for the past 30 years, would you have outperformed the market?

2) If you instead bought puts on the top-10 gainers, would have outperformed it?

Basically check if these stats are meaningful for future investments.

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