The Beat the TSX (BTSZ) strategy has been a popular investment strategy as it was popularized by University of Guelph professor David Stanley and later advocated by investment professional Ross Grant. The main reasons for its popularity are its ability to beat the S&P/TSX 60 on a consistent basis going back prior to even the 1990s and its administrative ease in terms of the lack of fundamental or technical analysis required to accomplish this and low trading costs associated with the strategy.
The approach works as follows:
1) Obtain a list of the constituents of