This site aggregates the work from the Silicon Valley’s AAII “CIMI” Group.
Don posts the results of several hundred stock investment strategies every month in a spreadsheet. The spreadsheet provides a month end snapshot of how well CIMI strategies are doing. Don likes to evaluate strategies by plotting their return over time. If the chart goes up to the right, it has a positive return. If Chart1 has a steeper slope than Chart2, then the return of Chart1’s strategy is greater than that of Chart2. Unfortunately, charts don’t go straight up. They “wiggle” up and down. The degree of wiggle designates risk. Investors hate risk, because they don’t like to see the value of their investments fall. The above table indexes several scatter plots that show the month end risk/return of all CIMI strategies for various measures of risk and return . If you “hover” over a marker in a particular scatter plot, you’ll see a table of key metrics for that strategy. If you “click” a marker it will redirect you to a more detailed description of the strategy. (Note: Detailed descriptions are currently under development). Note the color bar to the right of each plot, and the color of each marker. That color shows how much the portfolio has risen or fallen since the beginning of the month.