Here are results obtained by starting with a list of 28 screens plus cash which changed to 26screens plus cash when short interest ratio became unavailable. The algorithm chooses screenseach month using only history to the selection time. No results are available the first yearuntil as there was no history to base selection on. One limitation of this logic is of course manyscreens used were not developed until the '06-'07 time frame. I can obviously get better resultstoday by simply choosing the X best screens to date, but those screens were not necessarilythe obvious screens to pick for the early years. My objective was to develop a methodology forchoosing screens that would improve as more data became available.The simple 9 month average gain/9 m GSD + Total long term average gain/GSDHolding Screens ranked 2:6 (1:5 works almost as well but slightly higher GSD)All screens have a 3mDDV of $600K which reduces gain but assures tradability.45 CAGR, 26 GSD, 1.56 RRR4, 23 Ulcer, 34 MaxDD1998-10m 28.801999 105.852000 70.602001 68.042002 29.522003 102.302004 81.642005 68.562006 59.592007 26.732008 -21.972009 32.442010 67.792011 -9.332012 31.60RAM
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