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Subject:  MSS - sharpe 1.98 Date:  8/27/2000  11:31 AM
Author:  Volki Number:  78206 of 275509

I am currrently investigating MSS with moire or less simple high and low components to get a pattern. While doing some of these endless sessions at Jamies engine I found this switch:

I can't remember any screen for which Jamies engine is reporting such a high sharpe ratio. Is there anything wrong? CAGR is not so impressive, "only" 58%, GSD is very low at 20. Some screen for those who are more risk orientated, than CAGR hunting?

Attention the screen is using more stocks on the high side.

YTD results reduces the GSD another point.


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