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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 251806  
Subject: Six year results Date: 12/5/2012 10:05 PM
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Here's a summary of our screens' returns that might be useful for some.

Here, I look back to 2007 with Bill2m's Year end data,
(like msg 214956 for 2008  http://boards.fool.com/weekly-trade-ledgers-12292008-2730769...). Thanks to Bill2m!

These are for a 3 stocks hold.
If interested, I can do the 5 and 10 stock holds.
2012 is thru November so you can plan for 2013!

Only 2 screens had positive returns each of the 6 years.
(3pt_Relative_Value and ZLTD) and
But several held up well in the 2008 downturn.

Of all the nearly 130 screens, these had the 10 highest returns.



2007	2008	2009	2010	2011	2012 (11mos)	
Annual return %						
25%	24%	61%	52%	6%	105%	3pt_Relative_Value***
47%	-1%	51%	73%	11%	78%	High_Relative_Value
36%	20%	48%	31%	-14%	86%	Low_Mult
-55%	-63%	667%	120%	28%	60%	Microcap_Momentum
27%	-43%	84%	57%	240%	18%	Net-Nets_Grahamified
38%	-12%	122%	105%	-21%	82%	RS-100
74%	-7%	69%	62%	-11%	39%	ValueRatio
54%	-1%	0%	79%	1%	86%	WK_Voom
61%	-9%	27%	87%	34%	21%	YLDEARNYEAR2
23%	18%	69%	32%	15%	29%	ZLTD ***
                                            *** all 6 years above 5%



		2007     	2008    	2009    	2010    	2011    	2012 (11mos)
Portfolio						
 $10,000 	 $12,500 	 $15,500 	 $24,955 	 $37,932 	 $40,207 	 $82,425  3pt_Relative_Value
 10,000 	 14,700 	 14,553 	 21,975 	 38,017 	 42,199 	 75,114   High_Relative_Value
 10,000 	 13,600 	 16,320 	 24,154 	 31,641 	 27,211 	 50,613   Low_Mult
 10,000 	 4,500 	         1,665 	         12,771 	 28,095 	 35,962 	 57,539   Microcap_Momentum
 10,000 	 12,700 	 7,239 	         13,320 	 20,912 	 71,101 	 83,899   Net-Nets_Grahamified
 10,000 	 13,800 	 12,144 	 26,960 	 55,267 	 43,661 	 79,463   RS-100
 10,000 	 17,400 	 16,182 	 27,348 	 44,303 	 39,430 	 54,807   ValueRatio
 10,000 	 15,400 	 15,246 	 15,246 	 27,290 	 27,563 	 51,268   WK_Voom
 10,000 	 16,100 	 14,651 	 18,607 	 34,795 	 46,625 	 56,416   YLDEARNYEAR2
 10,000 	 12,300 	 14,514 	 24,529 	 32,378 	 37,235 	 48,033   ZLTD
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Author: Huskerfan101 Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: 240439 of 251806
Subject: Re: Six year results Date: 12/5/2012 10:25 PM
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Great info for the new year. Are these results based on weekly holds or monthly holds? Looking at some of the results here compared to Jamie's backtester, some of the yearly results are different.

YLDEARNYEAR2 87% in 2010 vs backteter showing 31%, could this be result of weekly vs monthly holds?

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Author: Knighted Big red star, 1000 posts Old School Fool Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: 240440 of 251806
Subject: Re: Six year results Date: 12/5/2012 10:34 PM
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It's worth pointing out to those unaware that a person doing real time trading on weekly holds would see substantially lower returns than the Weekly Trade Ledger suggests, because it doesn't account for the significant losses to slippage, spread, and trading fees that accompany a weekly hold. You would probably be seeing something in the range of 10%-15% less CAGR than the ledger shows depending on the liquidity of the stocks traded.

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Author: musselmant Three stars, 500 posts Old School Fool Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: 240442 of 251806
Subject: Re: Six year results Date: 12/5/2012 11:21 PM
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Yes, if you have 5 and 10 stock data, also, it would be interesting to see the same data.

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Author: OrmontUS Big gold star, 5000 posts Feste Award Nominee! Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: 240445 of 251806
Subject: Re: Six year results Date: 12/6/2012 10:03 AM
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There are "families" of screens (from their names, it seems as if the top two would be related). Would you be able to sort out the family/similar ones from this grouping in order to form a group of non-correlating MI screeds as "the best of the bast" to hold together?

Jeff

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Author: Giml Three stars, 500 posts Old School Fool Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: 240482 of 251806
Subject: Re: Six year results Date: 12/9/2012 7:31 AM
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how did screemers do?

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