ERS’s Alpha Algorithmics 7™ (AA 7™) produced the results below in 4 historic studies:
Alpha Algorithmics 7™ – 3-Year Study
Average 1-year return: 16.6%
| Hold Period |
# of Co’s |
AA 7™ Return |
S&P 500 Return |
| 3 Months | 10 | 15.9% | 4.8% |
| 6 Months | 9 | 23.4% | 5.8% |
| 9 Months | 4 | 6.5% | 5.5% |
| 1 Years | 2 | 16.6% | 12.1% |
| 1.5 Years | 1 | 142.4% | 29.6% |
Alpha Algorithmics 7™ – 5-Year Study
Average 1-year return: 35.7%
| Hold Period |
# of Co’s |
AA 7™ Return |
S&P 500 Return |
| 3 Months | 11 | 19.2% | 5.6% |
| 6 Months | 10 | 25.0% | 7.1% |
| 9 Months | 5 | 13.0% | 8.5% |
| 1 Years | 3 | 35.7% | 18.5% |
| 2 Years | 1 | 129.4% | 55.7% |
Alpha Algorithmics 7™ – 10-Year Study
Average 1-year return: 59.4%
| Hold Period |
# of Co’s |
AA 7™ Return |
S&P 500 Return |
| 3 Months | 13 | 19.5% | 3.9% |
| 6 Months | 12 | 35.0% | 6.4% |
| 9 Months | 7 | 33.3% | 8.0% |
| 1 Years | 5 | 59.4% | 13.5% |
| 2 Years | 3 | 119.2% | 27.4% |
Alpha Algorithmics 7™ – 25-Year Study
Average 1-year return: 70.8%
| Hold Period |
# of Co’s |
AA 7™ Return |
S&P 500 Return |
| 3 Months | 24 | 25.8% | 2.9% |
| 6 Months | 23 | 46.7% | 7.1% |
| 9 Months | 18 | 49.5% | 12.5% |
| 1 Years | 16 | 70.8% | 22.4% |
| 2 Years | 14 | 120.2%* | 39.6% |
*100% of these 14 stocks rose.
In the other 4 hold periods, over 80% rose.