When Past Performance Doesn’t Even Predict Past Performance

Illustration: Alex Nabaum

Wall Street likes to tout returns it didn’t actually produce. You need to ask some important follow-up questions.

This week, the Dow Jones Industrial Average, born on May 26, 1896, turned 128 years old. Let’s pour the Dow a drink from the fountain of youth and see what happens.

I’ll give you a hint. The lesson here isn’t only about markets, but also about marketing—in particular, what’s called backtesting, a statistical dirty trick that’s central to Wall Street’s marketing playbook.

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This article was originally published on The Wall Street Journal.


Further reading

Benjamin Graham, The Intelligent Investor