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Here's what I get for ASX (partial) over the last 10 years:

Trades kept for 1 year. No dividends or interest on cash balances included. No averaging up or down.

Buy when PE < 5 and Current price 20% less than 1 month ago.

344.77%

Buy when PE > 12 and Current price 20% less than 1 month ago.

-18.04%

XAO

45.7%

What do you have?

DISCLAIMER: Lots of important detail omitted. Use at your own risk.