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No. of Recommendations: 32
These are the longest GTR1 backtests now possible with these screens. The backtests have different start dates.

GTR1 backtest results for standard SIPro screens (monthly hold 10) are below. Sorted by StartDate.
(21 day hold, 1 day risk interval , 0.4% friction, 10 deep.)
The results for all screens are held long. No shorting, timing or blending here.
The short screen results have no friction.
See post 272939 for screen definitions.
https://boards.fool.com/gtr1-definitions-of-60-standard-sipr...

Screen                CAGR    TR     GSD  DIGSD  LDD  LDDD3  MDD   UI  Sharpe  Beta  TI   AT  StartDate  EndDate   yrs  SDcg  SDsr   type
Dipstick 5 8435 18 19 12 14 -79 22 0.16 0.3 8 5 19260104 20181231 93 0.7 0.04 screen
Silver_Parachute 9 306778 14 14 9 10 -60 11 0.46 0.3 19 3 19260104 20181231 93 0.5 0.04 screen
3pt_Relative_Value 22 72787 21 21 13 9 -40 12 1.02 0.5 35 11 19870302 20181231 32 2.1 0.09 screen
78RPM 21 44627 32 34 20 14 -60 28 0.71 0.8 23 8 19870302 20181231 32 2.1 0.06 screen
Advanced 28 333211 23 24 14 8 -42 11 1.17 0.6 42 11 19870302 20181231 32 2.5 0.10 screen
AdvancedHelper 29 425137 33 35 20 13 -52 19 0.92 0.9 31 9 19870302 20181231 32 3.2 0.09 screen
BI 17 14923 20 21 13 10 -40 14 0.76 0.6 24 9 19870302 20181231 21 2.1 0.10 screen
Blue_Skies 27 221277 27 28 17 9 -41 14 0.98 0.7 34 8 19870302 20181231 32 1.6 0.06 screen
FCF-26 11 2782 25 27 16 14 -62 25 0.45 1.0 10 6 19870302 20181231 32 1.0 0.04 screen
Fried_500 15 9664 24 25 15 14 -72 16 0.64 1.0 14 2 19870302 20181231 32 0.6 0.02 screen
Gentle_Screamers 20 36956 27 28 17 12 -47 17 0.75 0.7 26 11 19870302 20181231 32 2.3 0.08 screen
GS_Mungo 15 10809 20 22 13 10 -42 14 0.70 0.6 21 10 19870302 20181231 32 1.9 0.09 screen
GS_Mungo_Voom 15 9534 21 22 14 11 -41 14 0.68 0.6 20 10 19870302 20181231 32 1.8 0.08 screen
GS_PCF 20 36295 22 23 14 11 -45 15 0.88 0.6 29 9 19870302 20181231 32 1.3 0.05 screen
GSX 15 9564 22 23 14 11 -42 15 0.66 0.6 21 9 19870302 20181231 21 1.8 0.08 screen
High_Relative_Value 20 38651 19 19 12 10 -47 13 0.99 0.5 32 11 19870302 20181231 32 1.6 0.08 screen
HighOnVolume 27 298598 29 31 18 12 -49 18 0.95 0.6 39 10 19870302 20181231 32 3.8 0.12 screen
Low_Mult 23 94966 23 24 15 10 -43 14 0.98 0.6 35 8 19870302 20181231 32 2.5 0.10 screen
LowPS+ 29 525928 32 34 20 12 -50 15 0.96 0.8 33 11 19870302 20181231 32 3.6 0.10 screen
LowPSvol 20 33682 21 21 13 10 -44 12 0.89 0.6 29 12 19870302 20181231 32 2.1 0.12 screen
Net-Nets_Grahamified 28 364744 39 33 19 14 -59 16 0.79 0.3 91 4 19870302 20181231 32 3.2 0.07 screen
P/S_I_Love_You 21 52936 24 25 15 13 -56 17 0.88 0.7 26 7 19870302 20181231 32 1.5 0.06 screen
POI 19 29536 30 32 19 14 -66 23 0.68 0.9 19 7 19870302 20181231 32 2.3 0.08 screen
Quality_Earnings 16 12939 27 29 17 14 -64 22 0.62 0.9 17 7 19870302 20181231 32 1.6 0.06 screen
RS-100 23 97689 26 27 16 11 -46 15 0.89 0.7 28 10 19870302 20181231 32 2.6 0.10 screen
Shrinkage 16 10586 22 23 14 11 -62 13 0.69 0.9 15 3 19870302 20181231 32 0.3 0.01 screen
Small_Value 15 7752 27 28 17 13 -56 20 0.57 0.9 15 6 19870302 20181231 32 1.0 0.04 screen
Turnarounds 11 2897 29 31 19 18 -71 25 0.41 0.9 11 11 19870302 20181231 32 1.9 0.07 screen
Value_at_the_Top 14 6116 18 20 12 11 -49 15 0.66 0.6 18 8 19870302 20181231 32 1.5 0.08 screen
VG-Horse 34 1531959 27 28 16 8 -47 12 1.23 0.8 38 8 19870302 20181231 32 3.0 0.09 screen
VG-Zebra 24 111329 21 21 13 7 -35 10 1.07 0.5 43 7 19870302 20181231 32 1.9 0.08 screen
WK_Voom 24 104420 24 26 16 10 -47 14 0.96 0.6 34 7 19870302 20181231 32 1.9 0.08 screen
YldEarnYear_SI 23 73888 23 25 15 11 -55 12 0.95 0.7 27 5 19870302 20181231 32 0.8 0.03 screen
Melange 18 16260 32 34 20 15 -65 28 0.63 1.0 18 7 19881201 20181231 30 2.0 0.06 screen
ARS 9 596 21 22 14 11 -46 14 0.48 0.7 13 8 19970902 20181231 21 1.1 0.05 screen
CANSLIM-26 8 438 25 26 16 14 -53 22 0.38 0.7 12 6 19970902 20181231 21 1.3 0.05 screen
GSX2 18 3414 24 25 15 10 -44 15 0.79 0.7 26 8 19970902 20181231 21 1.9 0.07 screen
Incoming_Cash 17 3052 26 27 17 15 -58 19 0.71 0.8 20 8 19970902 20181231 21 2.8 0.10 screen
Money_Flow 14 1591 22 22 14 10 -37 16 0.67 0.5 26 8 19970902 20181231 21 2.0 0.09 screen
OptiMan 9 499 22 22 14 15 -70 18 0.43 0.8 11 4 19970902 20181231 21 0.7 0.03 screen
PIH_Naked 11 1133 37 39 23 16 -66 34 0.42 1.0 14 12 19970902 20181231 21 4.7 0.13 screen
POG 17 3124 37 39 23 16 -64 30 0.60 1.1 18 7 19970902 20181231 21 2.5 0.07 screen
Rabbitt 20 5339 31 33 19 12 -50 15 0.74 1.0 21 11 19970902 20181231 21 2.3 0.07 screen
S&P_Peg 6 248 27 28 17 18 -68 27 0.28 1.0 7 5 19970902 20181231 21 1.3 0.05 screen
Steady_Growth 7 320 20 20 13 12 -54 20 0.36 0.7 9 3 19970902 20181231 21 0.7 0.03 screen
Up_5% 15 1875 30 31 19 15 -61 21 0.59 0.9 16 11 19970902 20181231 21 1.8 0.06 screen
Up5X3 20 5450 28 29 17 12 -55 14 0.80 0.9 22 11 19970902 20181231 21 1.8 0.06 screen
Bob 15 1329 23 24 15 14 -58 20 0.73 0.9 18 6 20000905 20181231 18 1.7 0.07 screen
Microcap_Momentum 14 1116 34 32 19 22 -73 32 0.56 0.5 31 10 20011001 20181231 17 4.2 0.11 screen
Z26saTA 5 149 21 23 14 15 -57 27 0.31 0.7 9 5 20011231 20181231 17 1.6 0.08 screen
Zweig-26 6 181 24 25 16 17 -61 31 0.34 0.8 9 4 20011231 20181231 17 1.0 0.04 screen

Screen CAGR TR GSD DIGSD LDD LDDD3 MDD UI Sharpe Beta TI AT StartDate EndDate yrs SDcg SDsr type
Current_Ratio_s -22 -100 42 43 26 46 -100 90 -0.63 1.1 -20 7 19870302 20181231 32 1.3 0.05 short
Dilution_s -7 -89 27 27 17 28 -94 66 -0.31 0.6 -13 3 19870302 20181231 32 0.9 0.05 short
HIAR_s -10 -96 33 34 21 30 -98 79 -0.34 0.9 -10 10 19870302 20181231 32 1.5 0.06 short
Negative_FCF_s -12 -91 42 43 26 38 -97 84 -0.23 1.3 -6 10 19970902 20181231 21 3.1 0.10 short
The_Mirror_s -6 -81 35 36 22 31 -95 66 -0.17 0.9 -5 10 19870302 20181231 32 2.7 0.09 short

Screen CAGR TR GSD DIGSD LDD LDDD3 MDD UI Sharpe Beta TI AT StartDate EndDate yrs SDcg SDsr type
SP500MktCapWeight 10 39329 17 18 11 10 -54 12 0.42 1.0 7 0 19570301 20181231 62 0.0 0.00 index
SP500EqualWeight 12 108063 17 18 11 10 -60 11 0.53 1.0 9 0 19570301 20181231 62 0.1 0.00 index
SP1500EqualWeight 11 1246 22 23 14 11 -60 12 0.53 1.0 11 0 19941003 20181231 24 0.2 0.01 index
WER 14 3025 23 25 15 12 -53 15 0.60 0.9 14 6 19920103 20181231 27 0.6 0.03 index

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