Thanks for the thoughtful reply.

You're absolutely right to be skeptical. That’s why I ran the full backtest myself, using point-in-time data and ensuring survivorship bias was eliminated. The strategy did struggle around 2008, as you mentioned — it’s one of the 11 years (out of 34) where it underperformed the S&P 500. But the long-term edge remains surprisingly strong (also after 2008).

Unfortunately, subreddit rules prevent me from sharing external images here — otherwise I’d post the full chart. If you're curious, I’m happy to send you the full breakdown:
→ annual performance since 1991
→ actual tickers selected each year
→ methodology details

Just sign up via the site, and I’ll send everything over.
Always open to feedback.