UnThreaded | Threaded | Whole Thread (4) | Ignore Thread Prev Thread | Prev | Next | Next Thread
Author: DrBob2 Big funky green star, 20000 posts Old School Fool Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: of 253514  
Subject: Weekly ledger backtest Date: 12/12/2012 6:18 PM
Post New | Post Reply | Reply Later | Create Poll . Report this Post | Recommend it!
Recommendations: 14
Bill2m has been posting the the results of weekly trading MI screens for a number of years. Quite an accomplishment.

I wanted to see how the best performing screens have done, and the worst. The test used the Trailing Twelve Month results for consistency, and looked at 5-stock monthly trading. Only long screens were considered and only those whose results could be found at gritton's backtester.

Here are the results for 2003 through 2011:

Best 5 Worst 5 SPY
2003 24% 58% 29%
2004 14 33 9
2005 44 14 3
2006 12 20 14
2007 15 - 4 5
2008 -62 -54 -38
2009 31 49 32
2010 31 12 15
2011 -23 - 4 2
.
CAGR 3% 8% 6%

DB2
Post New | Post Reply | Reply Later | Create Poll . Report this Post | Recommend it!
Print the post  
UnThreaded | Threaded | Whole Thread (4) | Ignore Thread Prev Thread | Prev | Next | Next Thread

Announcements

Pencils of Promise - Back to School Drive
"Pencils of Promise works with communities across the globe to build schools and create programs that provide education opportunities for children."
Post of the Day:
Value Hounds

Netflix Riles Investors
What was Your Dumbest Investment?
Share it with us -- and learn from others' stories of flubs.
When Life Gives You Lemons
We all have had hardships and made poor decisions. The important thing is how we respond and grow. Read the story of a Fool who started from nothing, and looks to gain everything.
Community Home
Speak Your Mind, Start Your Blog, Rate Your Stocks

Community Team Fools - who are those TMF's?
Contact Us
Contact Customer Service and other Fool departments here.
Work for Fools?
Winner of the Washingtonian great places to work, and "#1 Media Company to Work For" (BusinessInsider 2011)! Have access to all of TMF's online and email products for FREE, and be paid for your contributions to TMF! Click the link and start your Fool career.
Advertisement