Capital Misers — JustStocks Strategy

Capital Misers STOCK SCREEN

Live · Jan 1, 2026Backtest · 1999–2025Rebalanced annually0 positionsStatic weightNext rebalance · Dec 31, 2026

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5Y Return (Ann.)

+29.3%

vs S&P +12.4%

YTD Return

+25.4%

vs S&P +8.94%

Total Return (5Y)

+261.8%

5Y period

Max Drawdown (5Y)

-16.0%

vs S&P -23.8%

Sharpe Ratio

1.32

risk-adjusted return

Live Track Record

204 days

since Jan 1, 2026

LOG SCALE · REBALANCED ANNUALLY

Capital Misers

S&P 500

Live Jan 1, 2026

Drawdown

Annual Returns · bars = strategy, dots = S&P 500

Excess Return vs S&P 500 · per calendar year

Trailing Returns · backtest 1999–2025 + live 2026

	1M	3M	6M	YTD	1Y	3Y	5Y	10Y	Launch	Sim Start
Capital Misers	+5.9%	+15.3%	+19.4%	+25.4%	+43.9%	+110.5%	+261.8%	+829.6%	+25.5%	+40067.2%
S&P 500	+0.8%	+3.8%	+7.2%	+8.9%	+18.0%	+69.2%	+79.6%	+301.2%	+8.9%	+870.7%
Excess	+5.1%	+11.5%	+12.2%	+16.5%	+25.9%	+41.3%	+182.2%	+528.5%	+16.6%	+39196.6%

Quarterly Returns · % of quarters in each return bucket

Current Allocation

Market cap

No data available right now.

Sectors

No data available right now.

Strategy Description

Identifies companies with low capital expenditure ratios relative to industry peers — freeing cash for shareholder returns.

The strategy screens for businesses with high free cash flow yields, low capital expenditure requirements, and strong reinvestment discipline. Holdings are rebalanced annually and equally weighted across 10 positions.

Backtest: 1999–2025 · Live: Jan 1, 2026 · Benchmark: S&P 500

Statistics

StrategyS&P 500Excess

Annualized Return+24.3%+8.6%+15.7%

Std Deviation16.6%18.9%-2.3%

Max Drawdown-44.7%-55.2%+10.4%

Sharpe Ratio1.320.32+1.00

Sortino Ratio1.960.46+1.50

Beta0.541.00-0.46

Win Rate (annual)93%——

Correlation0.621.00—

% Beating S&P 500

Market	Total	Win/Loss	Win %
Up markets	22	17 / 5	77%
Down markets	6	6 / 0	100%
Overall	28	23 / 5	82%

Up markets

77%

Down markets

100%

Overall

82%

Realized Trading Stats · completed trades, annualized

No completed trades yet.

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Disclaimer:The content provided herein is for informational purposes only. It does not constitute an offer or an invitation to subscribe, nor purchase securities, nor is it an investment recommendation. JustStocks' models represent hypothetical or simulated performance, not actual trading. Since the trades have not actually been executed, the results may under- or over-compensate for the impact of certain market factors, including liquidity. Past performance is no guarantee of future returns.