From what I understand, Beta is calculated based on around 5 years. My swing system relies on high beta stocks.
When back testing, I like to get 10 to 15 years of data to ensure I cover several different market cycles. The further back I go, the fewer stocks on my list even existed which provides less data on how the strategy would have actually performed in those years.
At some point a high beta stock reaches its peak and turns into a boring blue chip...
Question is: How do I know what was high Beta 10 years ago so I can test the strategy as if I ran it back then?
When back testing, I like to get 10 to 15 years of data to ensure I cover several different market cycles. The further back I go, the fewer stocks on my list even existed which provides less data on how the strategy would have actually performed in those years.
At some point a high beta stock reaches its peak and turns into a boring blue chip...
Question is: How do I know what was high Beta 10 years ago so I can test the strategy as if I ran it back then?
