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No. of Recommendations: 5
Tpoto 191900 V7 Low P/E; High ROE; Low P/S Screen

Top 5, HTD 9, Rebalance every 2 weeks

Results from 10/6/06:
Screen: + 30.91% (CAGR 67)

S&P 500: + 6.45%
Nasdaq: + 6.78%
NYSE: + 9.42%
RUT: + 9.32%

Screen parameters:

Market cap > 100 million
Price > 5
Price * volume > 750000
Zacks rank = 1
P/E using actual 12 month trailing EPS - Bot% 25
ROE - Most recent 12 Months % - > 10
P/S bot 5

5 year backtest (4/5/02 - 2/9/07), 4 week hold, top 3 only:

CAGR 57
Max Drawdown - 22%
CAGR/MD 2.86*

* These numbers are an average of 4 different runs

Please feel free to share constructive comments and opinions.
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