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Author: FlyingCircus Big red star, 1000 posts Old School Fool Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: of 253044  
Subject: Re: MIVLI: MI VL Index Date: 12/11/2012 7:30 PM
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My opinion - we can't draw conclusions from a sample of screens people here developed 7 or more years ago with heavy momentum focus / earnings focus and misdirect it as "The VL universe isn't adding value."

Suggest going back to Zeelotes' studies from 2007-2009 of the Gold screens. The Gold screens could be the index (there were @30?). Or, as every other index changes, the best screens rankings by Sharpe/GSD, Sortino, that he posted back early 2009 and early 2010.

This is, obviously, a little bit of tedium - but it's better than randomly selecting from our VL screen universe, which is littered with the debris of over-mined, time-specific ideas that have not held up out of sample.

FC
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