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AutoSoft Systems |
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AutoSoft
Systems |
2 Round Hill
Court |
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East Greenwich,
RI 02818 |
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401.885.3631 |
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401.884.5653 Fax |
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401.996.3631 Cell |
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| AMDG |
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Decision Ready
Information! |
autosoft@aol.com |
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| Commercial & custom multi-user computer software for a
variety of applications including performance metrics, statistical analysis,
data extraction and merger from multiple large databases, computer simulation
and management information systems.
Founded in 1982. |
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| We know Excel! Whenever possible, Excel
is the user interface, VBA is the programming language, ODBC connects to the
database of your choice. |
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| Home |
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AMDG |
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Trying to pick winners in the Stock Market is like looking for
the pot of gold at the end of the rainbow.
Many have tried and failed. |
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| Equity Risk Sciences, Inc. (ERS) has been working on models for
doing just that for more than a decade! |
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| Click here to see a summary of
ERS's current efforts |
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| ERS commissioned Dr. Serdakowski to perform an independent
validation of ERS's models. Dr.
Serdakowski interviewed ERS's employees to determine how their models were
implemented. Dr. Serdakowski then
started with a blank Excel workbook and independently built a Backtester
using the same logic communicated to him by ERS's employees. |
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| The results of Dr. Serdakowski's work were remarkable and
totally validated ERS's backtesting model. |
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For the 10 year
period ending on 12/31/2022 the S&P 500 returned an annual yield of 12.6%. |
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ERS's Portfolio
Manager yielded at 20.4% annual return for the same period. |
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Dr.
Serdakowski's reconstruction of ERS's Portfolio Manager yielded at 20.0% return for the same
period. |
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| In short, Dr. Serdakowski could find no error in ERS's Portfolio
Manager's Backtest.* |
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Click here for a summary of Dr. Serdakowski's findings. |
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| * ERS has 4 proprietary metrics that are calculated for every
stock on every trading day. I am not privy to those calculations, so I accept
their word that these 4 metrics are calculated based on backward-looking
properties of each stock and that the calculations are accurately stored in
ERS’s database. |
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| AutoSoft Systems | 2 Round Hill Court, East
Greenwich, Rhode Island, USA 02818 | 401.885.3631 | Fax: 401.884.5653 |
Mobile: 401.996.3631 |
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| This web page was last updated at 03/21/2024 03:54 PM and is
written in EXCEL! |
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| AXIOM is a Trademark of Consona - USYS is a Trademark of Zumbach
- AutoSoft Systems is not affiliated with Consona nor Zumbach |
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