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Thirteen of twenty eight published copy portfolio track records contained back tested data
| Portfolio | Monthly alpha | p value | Datos |
|---|---|---|---|
| FuturePayments | +0.14599 | 0.0519 | Back tested |
| CryptoPortfolio | +0.10304 | 0.1216 | Back tested |
| Sharp trader | +0.01209 | 0.0322 | Live |
| GainersQr | +0.00662 | 0.0381 | Live |
| GoldenEnergy | -0.01202 | 0.0068 | Live |
| TheBigBanks | -0.00825 | 0.0480 | Live |
Jensen's alpha against the S&P 500, monthly, January 2017 to January 2020, with heteroskedasticity and autocorrelation consistent standard errors. Of 28 portfolios, 7 alphas were negative and 21 positive, and 9 were significant at the 10 per cent level. The comparison between the back tested and live maxima is an arrangement of values that each appear in the source.
A study of 28 published portfolio records on one platform found 13 included back tested rather than live performance. The two largest positive alphas in the sample both came from back tested series, at ten times the best live result.
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