Leaders & Losers
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.
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.