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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 783  
Subject: Nice blend Date: 12/10/2009 11:09 AM
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This blend uses a simple SOS and a switching SOS.
It turs out, if you look at the underlying annual returns of the two,
when one is up, the other is down (and not by much!) and vice versa.

With a cagr of 41 and a GSD of 18, it's pretty nice.
Always beats the S&P and by at least 20 points most of the time.
A positive 2008 is a nice bonus.

http://www.backtest.org/8909BL(SS(LOWPE_ZLTDA)(PEG-Minimalis...

      Screen  S&P  Difference  Screen Portfolio   S&P Portfolio
$ 10,000 $ 10,000
1989 52 35 17 $ 15,200 $ 13,500
1990 26 -5 31 $ 19,152 $ 12,825
1991 83 31 52 $ 35,048 $ 16,801
1992 61 7 54 $ 56,428 $ 17,977
1993 66 10 56 $ 93,670 $ 19,774
1994 29 2 27 $ 120,834 $ 20,170
1995 74 39 35 $ 210,251 $ 28,036
1996 40 23 17 $ 294,351 $ 34,485
1997 50 28 22 $ 441,527 $ 44,140
1998 41 35 6 $ 622,553 $ 59,589
1999 77 18 59 $ 1,101,919 $ 70,315
2000 27 -11 38 $ 1,399,438 $ 62,581
2001 37 -9 46 $ 1,917,230 $ 56,949
2002 20 -22 42 $ 2,300,675 $ 44,420
2003 58 28 30 $ 3,635,067 $ 56,857
2004 31 10 21 $ 4,761,938 $ 62,543
2005 37 8 29 $ 6,523,855 $ 67,547
2006 23 14 9 $ 8,024,342 $ 77,003
2007 33 6 27 $ 10,672,374 $ 81,623
2008 4 -39 43 $ 11,099,269 $ 49,790
2009 28 7 21 $ 14,207,065 $ 53,276
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