The Motley Fool Discussion Boards
Investing/Strategies / Mechanical Investing
|Subject: Re: SoWR and New Relative Value Screen||Date: 2/10/2013 9:21 AM|
|Author: mungofitch||Number: 241520 of 261231|
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