The Motley Fool Discussion Boards

Previous Page

Investing/Strategies / Mechanical Investing

URL:  http://boards.fool.com/i-like-the-overall-approach-in-particular-the-use-30534652.aspx

Subject:  Re: SoWR and New Relative Value Screen Date:  2/10/2013  9:21 AM
Author:  mungofitch Number:  241520 of 262670

I like the overall approach, in particular the use of "within industry" rankings.

suggestions would be appreciated

Here's a simple one:
Why seek high volatility?
If you leave that out at 20 stocks deep it gives higher CAGR, steadier
returns (lower rolling six month downside deviation) and a slightly si