This is a nice benchmark. A minor point is 3pt_Relative_Value uses [SI Price/CFPS]. The definition of this field changed a few years ago. See http://boards.fool.com/sipros-cash-flow-per-share-changeprob...Maybe just drop the cash flow field for this screen.Statistics are calculated from 19870302 to 20140514 over daily closing portfolio values for all 21 cycles of Variant 0. 3pt_Relative_Value (with cash flow): CAGR 28, GSD 29, DD 16, Sharpe 0.95http://gtr1.backtest.org/2013/?h21f0.40000::styp.a:ne14!15!4...2pt_Relative_Value (without cash flow): CAGR 29, GSD 28, DD 15, Sharpe 0.98http://gtr1.backtest.org/2013/?h21f0.40000::styp.a:ne14!15!4...
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