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URL:  https://boards.fool.com/again-a-quick-check-using-jamie-grittons-26476429.aspx

Subject:  Re: Straight up Date:  3/16/2008  6:00 AM
Author:  eulero Number:  572 of 975

Again, a quick check using Jamie Gritton's backtester gives a nice result, although less spectacular than the Zacks' backtester screen:

http://backtest.org/9708h6AM(SBT15XdyldG4XOtr1yDcpeCT25HXr13T5)

All-months summary: (Timeliness™ 1-5; Div'd Yield > 4; (Total Return 1-Year / Current P/E Ratio) top 25%; Total Return 13-Week top 5)


6 months hold; average (over 6 runs): CAGR 14 GSD 14 Sharpe 0.82
12 months hold; average (over 12 runs): CAGR 13 GSD 14 Sharpe 0.72

Using current dividend /price instead of dividend yield allows to extend the backtest back to 1986:

http://backtest.org/8608h6AM(SBT15XOcdvDpriCG.04XOtr1yDcpeCT25HXr13T5)

All-months summary: (Timeliness™ 1-5; (Current Dividend / Stock Price) > .04; (Total Return 1-Year / Current P/E Ratio) top 25%; Total Return 13-Week top 5)


6 months hold: CAGR/GSD/Sharpe 13/17/0.61
12 months hold: 12/16/0.56

Only 2 down years: 1987 (-4%) and 1993 (-2%) for 6 months hold, 1989 (-2%) and 1993 (-1%) for 12 months hold. A great retirement screen?

eulero
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