[kevstev]

In general, I backtested for the longest period the platform would allow, which is unfortunately only back to about 2002 (I really wish it went back pre-.com boom, to 1997 or so). I would then often do separate tests for 2007-2013, 2012+, etc, just to see how returns were affected by market timing- you can kind of eyeball this, but over long timeframes, sometimes unacceptable underperformance during a volatile period can be a bit hidden over a long period.

[c128]

We easily go over a hundred years of testing.

[kevstev]

If you have the data, that's great. Is there really value in that though? Markets have changed so much, especially with the rise of index funds and etfs and such. I couldn't imagine much value going back to pre WWII, or even before 1970. I would be satisfied if Q went back to the early 80s

[c128]

I'll put it to you this way, I was stunned at how much hasn't changed.