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URL:  https://boards.fool.com/i-dont-get-quite-as-good-using-screen-builder-26705103.aspx

Subject:  Re: A 2 liner that's 2 good 2 be true! Date:  6/4/2008  2:23 PM
Author:  DocDavidW Number:  632 of 975

I don't get quite as good using Screen Builder:
0007SBT15XmcpG1000Xtr1yMcdyDcpeT5
CAGD = 25, GSD = 22, Sharpe = 1.04
2000 29 -11
2001 14 -9
2002 14 -22
2003 25 28
2004 47 10
2005 32 8
2006 19 14
2007 21 6

Without the market cap limit, CAGD increases to 29 (Sharpe = 1.16)

How about this 22 year mod:
SBT15XmcpG100XOr13Ar26AcdyCDcpeT5

1) Mkt cap >100M
2) (dividend yield + 13 week return + 26 week return) / (P/E) top 5

CAGD = 37, GSD = 33, Sharpe = 1.11. Note that restricting the timeliness ratings doesn't help.

1986 13 24
1987 -14 6
1988 46 10
1989 56 35
1990 2 -5
1991 137 31
1992 10 7
1993 30 10
1994 54 2
1995 207 39
1996 10 23
1997 49 28
1998 -10 35
1999 30 18
2000 113 -11
2001 20 -9
2002 -11 -22
2003 64 28
2004 62 10
2005 28 8
2006 28 14
2007 51 6
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