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Author: Sux2BeU Big red star, 1000 posts Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: of 252740  
Subject: RS Backtest Update: Complete. Date: 7/11/2000 10:19 PM
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Fools!

I am announcing that the RS Backtest Project is complete. Results of 1, 3, 5, and 10 stock portfolios for monthly, quarterly, semi and annual holding periods from 1/84 through 12/98 are finished.

Each WinZipped Excel file contains the ~100 stocks (some months more, some less) that comprise the T=1 Value Line listing. I have gone through manually, with the signficant help of others,

Also available at the site are Value Line T=1 listings from 1/69-12/98. I know this data has been used by various folks on projects to improve simulation of Value Line-based screens.

My greatest appreciation to the following folks:

-Gabriel Elkaim (aka Hip Hop): Told me to come west and get the ID/IBDs at Stanford. Selfless with photocopying and also chasing down blurry and missing data to improve the accuracy of the IBD data for about a year. A truly selfless man.

-"Buffy": The secret identity of a person that provided the essential CRSP database information for daily stock information from 83-98. Without this information the listing of over 2000 different stocks during this time period would have been impossible to complete. This person has decided to remain annonymous.

-The Value Line Gravedigging Project: Those folks helped reveal some of the Value Line issues in the wee years (early 70s and late 60s) that, although didn't contribute to the IBD test did help expand the backtesting fields. This compiled data with thier data provided the foundation for the extention of the backtesting engines to 1969.

-Random Fools: Letters of support, donations, data, IDs from other libraries. Without it and them there would have been no project or a seriously damaged product.

-Anye Mercy (aka Malachite): Her selflessness and incomprehendable understanding of my drive and desire to finish this project has been a god send. Anyone else would have left me by now because of my committment to the knowledge that has finally been revealed. And that's why we're gettin' married!


Although as much of the data is as accurate as possible, there is no guarantee of perfection. I am human. I make and have surely made mistakes. Hopefully, though, they have been minimized and corrected for the most part. Over the coming months I am sure many will question the results. These questions might identify mistakes. Most won't, but all will be investigated to help enhance the results. If something that affects a screen ranking, though, is fixed then I'll notify folks via this board and others.

Please feel free to download the 84-98 files at www.fortunecity.com/business/stock/589/download1.htm

I'm now going to compile ranking results for 84-99 (I'm not going to do the listings for 1999--I'm using my own prior lists for 1999 and JackCade's Friday listing as a paradigm shift for '99 for those results) for inclusing in the RSI paper. I'll publish on the boards the Formula 90 and RS-IBD screen historical rankings once compiled into master spreadsheets.

But not tonight. I'm going to cook dinner and have a Guiness.

www.fortunecity.com/business/stock/589

Sux2BeU

p.s.--So what's been going on for the last 3 months?
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