💎 Price to Book Backtest
Buy individual stocks when their Price-to-Book ratio falls below a discount to their own rolling average. Exit after a fixed holding period or when P/B recovers above a sell threshold. Exhaustively tests 1,024 parameter combinations across lookbacks, discounts, and exit rules.
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What it does
Buys individual stocks when their Price-to-Book ratio falls below a discount to their own rolling average. Exits after a fixed holding period or when P/B recovers above a sell threshold.
How to use
Filter by lookback quarters, buy threshold, and exit method (time-based or profit target) in the sidebar. Use "Find Best" mode to auto-select the optimal strategy by any metric.
What you get
Interactive equity curve vs Nifty benchmark, 8 performance metrics, a performance heatmap across 1,024 parameter combinations, a comparison table, and CSV downloads.
Disclaimer: This tool is for educational purposes only. Past performance does not guarantee future results. Not SEBI-registered investment advice.