Is there anyway to get a previous Roster of Quality from as far back as 10 years ago? I was hoping to run a study of how stocks on the Roster of Quality in the last 5-10 years perform.

I appreciate the response! Either would be very enlightening and definitely helpful. If we could see the week to week roster of quality from the last 10 years, I agree that a simulated portfolio that involves buying a company as it appears on the roster then selling when it comes off would be a great study. I think there's even more we could do from there though.

If you guys are fairly busy, and won't be able to get to this anytime soon, I'd love to do this study in parallel with you. If it is simple enough to just provide a roster from 5-10 years ago, I could start there. If there is a reason you wouldn't want to share this historical data publicly or at least through your own filter, I understand.

Thanks for checking back in! Understood on the function of the Roster of Quality. Our club has found that quality has a larger influence on a stocks returns than any other analysis we do from the small sample size that is our portfolio. We were hoping to increase that sample size by studying some stocks from previous rosters.

Our group is also looking at determining when is a good time to replace a stock and thought a stock dropping in quality might be one of a few criteria to follow. We were hoping to prove this by looking at some stock that were once considered to be of high quality and then dropped in quality.

That's just some extra clarification on what we were hoping to study. We have started this to some degree by looking at old SSG files we have had from previous studies and estimating quality in the TSSW. An old roster of quality from 5-10 years ago would help us know where to look.

Thanks!

Edited by user Monday, January 22, 2024 3:19:12 PM(UTC)  | Reason: Not specified

The oldest Roster of Quality I have only goes back to June 12, 2023. I decided just to run a very simply study with that: I wanted to compare the % return of stocks that have remained on the roster of quality since then and stocks that have fallen off the roster of quality since then.

The June 12, 2023 RoQ has 32 stocks that are not on today's RoQ, and 33 stocks that have remained on the RoQ. The average return rate of the the 32 stocks that fell off the RoQ was +14.9%, and +18.7% for those that remained. For reference, the Vanguard Total Stock Market Index went up 11.7% in the same time, SnP500 was 12.7%, and Nasdaq was 14.9%.

I wanted to keep this study simply and quick, so there are some flaws (and probably some others beyond this list):

• Dividends were not taken into account

• There was no accounting for when a stock fell off the RoQ (i.e. if it fell off on June 13, 2023 vs January 24, 2024)

• There was no accounting for any stocks that were added to the RoQ between June 12, 2023 and today

I think this study would be much more definitive over a longer time period, but, in this small sample, this study does show that higher quality stocks tend to outperform the stock market. Would be great to compare "higher quality stocks" to "higher quality stocks that are at a fair value when purchased" :)

Edited by user Friday, January 26, 2024 1:42:07 PM(UTC)  | Reason: Not specified