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Author: mark19601962 Big red star, 1000 posts Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: of 251806  
Subject: value line annuals Date: 1/12/2014 1:53 PM
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I was surprised that as many people use annuals, as do.  I thought it was decided here that annuals don't work as well as shorter holds. 

I guess, a lot of people don't have folio, or ib accounts, so they are in the same position as me.

I posted this before, but here are the results of valueline annuals.  Generally, the back test goes back to 1989.

As most people know, back tests are not reality.

They are in order by cagr/gsd ratio.

screen                 cagr        s and p        gsd        cagr/gsd        sharpe        cagr - s and p
HI_INC_CSH             25          9              31         0.81            0.83          16
zltd                   25          9              34         0.74            0.8           16
PIH_CSO_simple         19          9              29         0.66            0.67          10
yldearnyear            16          9              26         0.62            0.62          7
zltda                  22          9              36         0.61            0.71          13
PIH_CSO_safe           18          9              30         0.60            0.63          9
yieldyear              13          9              23         0.57            0.54          4
tvalue                 20          9              38         0.53            0.63          11
PL_LD_NRS_ALT          16          9              31         0.52            0.57          7
Fundamentals           16          9              32         0.50            0.55          7
yieldearnyear2         14          9              28         0.50            0.52          5
H52EgPS                15          9              31         0.48            0.48          6
egplow_pe              19          9              40         0.48            0.59          10
AssRS13                17          9              37         0.46            0.55          8
eglow_pe_e             18          9              40         0.45            0.57          9
PLOWBKLD               20          9              45         0.44            0.54          11
SLS_RS26               16          9              36         0.44            0.52          7
lowpezltda             15          9              34         0.44            0.51          6
CAPLOWEG               17          9              39         0.44            0.49          8
zltd                   13          9              32         0.41            0.46          4
EGPR_PE                16          9              40         0.40            0.47          7
GAR_EG5                16          9              40         0.40            0.5           7
R13_EG2                16          9              40         0.40            0.52          7
plowegr_rs631          17          9              43         0.40            0.51          8
REV                    17          9              43         0.40            0.51          8
LLTD                   13          9              33         0.39            0.4           4
EG5PE                  15          9              40         0.38            0.43          6
TREPPE_E               15          9              40         0.38            0.49          6
rep                    15          9              42         0.36            0.48          6
TREPPE                 14          9              40         0.35            0.47          5
sos_ancer              15          9              43         0.35            0.48          6
PLOWBVS                14          9              41         0.34            0.45          5
RSEG-rgonsal           14          9              41         0.34            0.41          5
sos_ancer _2007        14          9              41         0.34            0.45          5
EG5_PEG                14          9              42         0.33            0.44          5
sos annual             17          9              53         0.32            0.5           8
RSEP                   15          9              47         0.32            0.43          6
RSEP                   15          9              47         0.32            0.47          6
RSPEG2                 14          9              48         0.29            0.44          5
Overlap_4_13           14          9              50         0.28            0.41          5
sos b                  15          9              54         0.28            0.45          6
FORM90                 14          9              53         0.26            0.44          5
sos bme                14          9              55         0.25            0.45          5
RSWEPS                 12          9              51         0.24            0.35          3
value  eg              10          9              45         0.22            0.34          1
PST_5-10               11          9              52         0.21            0.38          2
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