UnThreaded | Threaded | Whole Thread (41) | Ignore Thread Prev | Next
Author: DreadPotato Big gold star, 5000 posts Old School Fool Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: of 251809  
Subject: Re: Mechanical screen selection Date: 3/10/2013 12:30 PM
Post New | Post Reply | Reply Later | Create Poll . Report this Post | Recommend it!
Recommendations: 0
One could extend the same test further back in time, and one could use different lookbacks, e.g. four or seven years. One could use a reverse alpha sort, as there are often a number of screens with the same return for a given month. I did not optimize the screen with respect to ties (obviously). One could also look at the concept in the SIPro universe of screens.

Switching screens every month would be discourging for most of us. I guess thats the princple reason I have not given much attention to similiar WWL models.

Perhaps a less volitile method such as trailing Twelve months(run weekly) best screen performance for top 10 picks?

http://boards.fool.com/weekly-trade-ledgers-3042013-30574007...
Bill2m's work would allow this to be tested.

gdm
Post New | Post Reply | Reply Later | Create Poll . Report this Post | Recommend it!
Print the post  
UnThreaded | Threaded | Whole Thread (41) | Ignore Thread Prev | Next

Announcements

Post of the Day:
Value Hounds

Medallion Financial: TAXI!
What was Your Dumbest Investment?
Share it with us -- and learn from others' stories of flubs.
When Life Gives You Lemons
We all have had hardships and made poor decisions. The important thing is how we respond and grow. Read the story of a Fool who started from nothing, and looks to gain everything.
Community Home
Speak Your Mind, Start Your Blog, Rate Your Stocks

Community Team Fools - who are those TMF's?
Contact Us
Contact Customer Service and other Fool departments here.
Work for Fools?
Winner of the Washingtonian great places to work, and "#1 Media Company to Work For" (BusinessInsider 2011)! Have access to all of TMF's online and email products for FREE, and be paid for your contributions to TMF! Click the link and start your Fool career.
Advertisement