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URL:  http://boards.fool.com/weekly-ledger-backtest-30428940.aspx

Subject:  Weekly ledger backtest Date:  12/12/2012  6:18 PM
Author:  DrBob2 Number:  240530 of 250341

Bill2m has been posting the the results of weekly trading MI screens for a number of years. Quite an accomplishment.

I wanted to see how the best performing screens have done, and the worst. The test used the Trailing Twelve Month results for consistency, and looked at 5-stock monthly trading. Only long screens were considered and only those whose results could be found at gritton's backtester.

Here are the results for 2003 through 2011:

Best 5 Worst 5 SPY
2003 24% 58% 29%
2004 14 33 9
2005 44 14 3
2006 12 20 14
2007 15 - 4 5
2008 -62 -54 -38
2009 31 49 32
2010 31 12 15
2011 -23 - 4 2
.
CAGR 3% 8% 6%

DB2
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