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Author: gbbb One star, 50 posts Old School Fool Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: of 253151  
Subject: Re: A Low GSD recipe? Date: 8/26/2003 8:22 AM
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The following includes a blend of three screens from 1997-2003:

yieldearnyear (5 stocks)
egplowpe (5 stocks)
a REIT screen (3 stocks)


BLm97030101SBQ7yieldearnyearQXOcdyDcpeCT35Xtr1yT5UUU5t01SBT12XQ7begplowpeQXtchLE2Xr13T50XcpeNE0IcpeL100XOeg5ArceCDcpeT5UUUUUUU5t01SBT15XindEQreitQXcdyT6Xtr1wB3UUU3t01
                   Screen      S&P

CAGR 39 6
GSD 16 20
Sharpe Ratio 1.98 0.19

CAGR+3s 117 81
CAGR+2s 87 51
CAGR+1s 61 26
CAGR-1s 19 -12
CAGR-2s 3 -26
CAGR-3s -11 -38

Winning stocks 625
Average gain 8
Losing stocks 371
Average loss -6

1997 34 27
1998 50 33
1999 27 20
2000 77 -11
2001 60 -9
2002 12 -22
2003 21 15
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