• The BestogaX universe of the Russell1000 consists of the so called “Vice” stocks (excluding Gaming stocks), plus the stocks from the GICS-sub-industries: Restaurants, Soft Drinks, and Internet Retail.
• A discussion on the merits of investing in the stocks of the BestogaX universe is available here.
• The iM-BestogaX5-Trader model periodically selects only five of the highest ranked stocks from the Russell1000 BestogaX universe, and holds them for at least three months.
• There is no market timing in the buy- and sell rules. The model is rebalanced weekly, resulting in small weight adjustments, and dividends are re-invested when available.
• Backtesting was done on the web-based trading simulation platform Portfolio 123.

In the Figure-1 below, the red graph represents the performance of the model and the blue graph shows the performance of the benchmark SPY.
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