The Motley Fool Discussion Boards

Previous Page

Investing/Strategies / Market Screens


Subject:  Re: A 2 liner that's 2 good 2 be true! Date:  6/5/2008  1:49 AM
Author:  sencoman Number:  633 of 949

In the VL universe, if I take the original screen and remove the market cap limitation, and include the trivial checks for cpe>0 cdy>0 - seems to me I should get exactly the definition of YLDEARNYEAR2 .

However, when I run it in Jamie's backtester
I get CAGR/GSD/Sharpe 28/21/1.15 which is lower than YLDEARNYEAR2 30/21/1.26 .

Can anyone explain the discrepancy?

Copyright 1996-2021 trademark and the "Fool" logo is a trademark of The Motley Fool, Inc. Contact Us