Quality Score Backtesting Appendix

Quality Score Backtesting Appendix

This documentation page is a work-in-progress.

It will cover:

• Dataset composition (2000–2024 US equities)
• Portfolio construction methodology for quality-sorted deciles
• Benchmark comparison versus S&P 500 and equal-weight portfolios
• Risk-adjusted metrics (Alpha, Beta, Sharpe, Sortino)
• Discussion of survivorship-bias & data-snooping controls