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Author: VTAlumni Three stars, 500 posts Old School Fool Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: of 252136  
Subject: Re: SIPRO Pre-Post Discovery Performance Date: 7/22/2008 12:31 PM
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That’s very kind, thank you. I’d like to see Low_Mult; Wk_Voom; and Zweig-26.

Adam



Still finishing up my testing (you guys are in for a treat - look for the post later today or early tomorrow). I'll probably open up a query tool to allow people select their own index (any yahoo symbol) against the screens and select any rank range as well. Just need to fix up a few things first and do some testing to make sure it's pulling the Yahoo index date in real time correctly.

Here are the results for those screens you asked for:

Index set to ^GSPC (S&P 500)
- Trades Made Monday closing price
- Hold = 4 weeks
- Cycles (4 cycles starting on different weeks)
- High cycle is highest returning cycle
- Low Cycle is lowest returning cycle
- AvgCAGR is average return of all 4 cycles.
- IndexCAGR is the return of the index provided (S&P 500 for this one)


Low_Mult 1-4
Ranked 6th out of 50 on Delta (avgCAGR - Index CAGR)
AvgCAGR 40.67
IndexCAGR 1.83
High Cycle 55.16
Low Cycle 14.52
Delta 38.84 <--- (avgCAGR - Index CAGR)
Start Date 20060424
Finish Date 20080616



WK_Voom 1-4
Ranked 4th out of 50 on Delta (avgCAGR - Index)
AvgCAGR 43.64
IndexCAGR 1.83
High Cycle 66.32
Low Cycle 27.86
Delta 41.82 <--- (avgCAGR - Index CAGR)
Start Date 20060424
Finish Date 20080616



Zweig-26 1-4
Ranked 16th out of 50 on Delta (avgCAGR - Index)
AvgCAGR 32.29
IndexCAGR 6.20
High Cycle 49.43
Low Cycle 16.14
Delta 26.10 <--- (avgCAGR - Index CAGR)
Start Date 20040816
Finish Date 20080616


-Eric
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