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Author: DrBob2 Big funky green star, 20000 posts Old School Fool Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: of 251793  
Subject: Re: performance of screens Date: 2/13/2013 9:28 AM
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Clearly we are talking at cross purposes...What is this table?

Since 2003 Bill has made available a ranking of screens by trailing twelve-month performance (based on weekly holds, IIRC). At the beginning of each month I noted the five best VL screens (5 stocks) and ran those through Jamie's backester to get results for that month. This chart shows the results by year for investing in the current five best performing VL screens.

I also repeated the procedure for the five worst performing screens, TTM, each month. The five worst slightly outperformed the five best. Neither group shone compared to SPY. To me this indicates that using Bill's rankings does not add value and suggests the general use of VL screens does not add value (see also the results in the MIVL Index thread).

DB2
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