In testing some new features in the unreleased backtester, I generated a lot of backtests which may be of interest to some readers. Basically, this is the result of a lot of automated backtests that test various number of holdings, holding periods and ranks. You may download the full pdf file from http://keelix.com/btdata/mfgen2-shadow.pdf. You may have to do some detective work to figure things out.