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Author: tpoto 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 254197  
Subject: New screen - votes needed Date: 1/25/2013 11:58 AM
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Recommendations: 47
Here's a screen that I'd like to present- getting enough
recs would then let it be posted by longhornboy (so he says).

First- here are some runs, varying the stock hold from
1 week, 2 weeks and one month. 3, 5, and 10 stocks each.

Seems to have some pretty nice results when varying
the hold period (in days) and number of stocks in both
good and bad times.						

1 year returns:		
stocks	3	 5 	 10 
hold	7	 7 	 7 
2003	434%	297%	196%
2004	235%	157%	125%
2005	93%	122%	76%
2006	243%	182%	149%
2007	131%	120%	96%
2008	160%	149%	136%
2009	129%	84%	46%
2010	43%	48%	34%
2011	36%	38%	30%
2012	40%	29%	24%
			
			
stocks	3	 5 	 10 
hold	14	 14 	 14 
2003	315%	229%	163%
2004	36%	53%	67%
2005	155%	93%	82%
2006	128%	73%	78%
2007	125%	105%	72%
2008	221%	198%	176%
2009	178%	128%	83%
2010	32%	39%	27%
2011	35%	44%	26%
2012	38%	28%	26%
			
stocks	3	 5 	 10 
hold	28	 28 	 28 
1998	6%	10%	14%
1999	47%	16%	19%
2000	0%	32%	29%
2001	112%	65%	43%
2002	17%	16%	19%
2003	208%	204%	127%
2004	3%	34%	49%
2005	148%	101%	79%
2006	105%	72%	73%
2007	108%	118%	104%
2008	50%	46%	26%
2009	76%	94%	51%
2010	91%	60%	43%
2011	30%	30%	25%
2012	25%	19%	20%

I checked its weekly picks with other published SIPro screens and
there does not seem to be anything that picks
more than 1 or 2 stocks similar (out of a 5 stock hold).

You can see an example run at Keelix's site run #320204.
It's called VG-Sceen. I did not develop this one and have seen
other slight variations, but this one as is seems to do the trick
with the above variations.

If there is something that comes close or suggestions with
improvement, please post.

Define {VG-SCRN}
Uses [SI Price] [SI EPS Q1] [SI EPS Q5] [SI Sales Q1] [SI Sales Q5] [SI Volume--Average Monthly 3m] [SI Price/Sales] [SI Price/CFPS] [SI Price/FCFPS] [SI Price Change 26 week] [SI Institutional Ownership %] [SI ADR/ADS Stock] [SI Exchange] [SI Sector] [SI Industry] [SI Relative Strength 4 week] [SI Price Change 4 week] [SI Price Change 13 week] [SI Volume--Average Daily 10d] [SI Float] [SI Market Cap Q1]
Create [10DV] :[SI Volume--Average Daily 10d]
Create [3MDV] :([SI Volume--Average Monthly 3m]/21)
Create [26W] :[SI Price Change 26 week]
Create [VR] :([10DV]-[3MDV])/[3MDV]
Create [PIO] :[SI Institutional Ownership %]/100
Create [SORT] :([26W]/[3MDV])*[VR]
Deblank [SI Price] [SI EPS Q1] [SI EPS Q5] [SI Sales Q1] [SI Sales Q5] [SI Volume--Average Monthly 3m] [SI Price/Sales] [SI Price/CFPS] [SI Price/FCFPS] [SI Price Change 26 week] [SI Institutional Ownership %] [SI ADR/ADS Stock] [SI Exchange] [SI Sector] [SI Industry] [SI Relative Strength 4 week] [SI Price Change 4 week] [SI Price Change 13 week]
Keep :[SI Price]>=8
Keep :[10DV]>=30
Keep :[PIO]<=0.7
Keep :[SI Float]<20
Keep :[SI Market Cap Q1]>=100
Keep :[SI EPS Q1]>[SI EPS Q5]
Keep :[SI Sales Q1]>[SI Sales Q5]
Keep :[SI Price/Sales]<=3
Keep :[SI Price/Sales]>0
Keep :[SI Price/FCFPS]>0
Keep :[SI Price/FCFPS]<=20
Keep :[SI ADR/ADS Stock]="F"
Keep :OR([SI Exchange]="A-American",[SI Exchange]="M-Nasdaq",[SI Exchange]="N-New York")
Keep :AND([SI Sector]<>"07-Financial",[SI Industry]<>"0933-RealEstateOperations",[SI Industry]<>"1106-Airlines")
Keep :[26W]>0
Keep :[SI Price Change 4 week]>0
Keep :[SI Price Change 13 week]>10
Sort Descending [SORT]
End
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