No. of Recommendations: 24
Zee defined 11 SIPro screens as Gold screens on 10/30/2012.
http://boards.fool.com/sipro-vs-value-line-limited-ranking-2...

10 of those screens are still valid, only the Eastwood screen can no longer be run because AAII dropped one of the fields.

I downloaded Bill2m's latest spread sheet with results based on Zee's 10 Gold screens using hold 5 stocks from those tradable on FOLIOfn tier 1 stocks. Post selection results after 7.12 years.


28-Oct-05 10-Dec-12 screen stks results
10,992 14,707 SPY 34%
15,017 24,025 ARS__(SIPRO) 5 60%
17,630 38,188 Gentle_Screamers__(SIPRO) 5 117%
19,421 147,604 High_Relative_Value__(SIPRO) 5 660%
10,217 20,011 OptiMan__(SIPRO) 5 96%
12,102 17,952 P/S_I_Love_You__(SIPRO) 5 48%
12,727 35,695 POI__(SIPRO) 5 180%
12,232 36,182 Quality_Earnings__(SIPRO) 5 196%
15,328 12,459 S&P_Peg__(SIPRO) 5 -19%
13,184 43,028 Silver_Parachute__(SIPRO) 5 226%
15,274 83,301 Up_5%__(SIPRO) 5 445%


Now tell me there has been no post discovery advantage.

RAM
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Correction Zee defined the Gold screens on 10/30/2005!
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Actually, based on the original research via the link you posted it was optimal to not allow into the Gold group any screen with a Dud or Bronze ranking in any of the three segments: CAGR, GSD, and Sharpe.

This would have removed: Optiman (dud), S&P Peg (bronze) and ARS (bronze).

The ones that had Gold for CAGR, GSD, and Sharpe were:

1. P/S_I_Love_You
2. Silver_Parachute
3. High_Relative_Value
4. Up_5%

The average ROI per your test is 345%. Interesting.
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Now THAT is the foundation of an MI Index.
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