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Author: Zeelotes Big red star, 1000 posts Feste Award Nominee! Old School Fool Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: of 255243  
Subject: Re: Blending at a Whole New Level Updated Date: 12/13/2012 2:52 PM
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Jim wrote:
If you're going to pick stocks mechanically and use backtests to
determine what methods work well, it makes sense to pick your screens
mechanically and use backtests to determine which of those work well.

Absolutely! This was and is the whole point in a nutshell.

- you recalculate the set of screens only once per year, based on all
the history up to the end of the year just ending for use the whole of the next

In the case of these tests I recalculate at each signal. Furthermore, I did not use the full history since I didn't want to redo the full history in order to run these tests. So I ran them from 2005 to present, but actually only had the measure look at the past 12 months to determine the screens to choose.

Though I believe you have in the past done this separately for VL and
SIpro screens, I imagine this table of results based on selection from
the unified screen list of all "standard" long screens other than SOSs
and those eliminated due to high overlap of picks with another screen.

This is for Value Line screens only. Only Gold, Silver, and Bronze screens are considered. This is a total of 47 screens.
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