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No. of Recommendations: 6
We've had some discussion on this board (and on MI board) regarding
Vector Vest. This past weekend in the IBD, there was a full-page
ad from Vector Vest showing the results of one of their strategies.
Looks pretty good. $100K to a million is a nice jump- wonder
if they have a mutual fund...

But, naturally, I wanted to see if I had something in my screen arsenal
that could beat their results. But to make it "fair" I had to
do it during the same time period with
about the same amount of trading and as a bonus, with less drawdown.

No problem.

The left half of the table is a reproduction of VV's table
(rounded to nearest '000s as I had to type in all those numbers!)
and to the right is a run from Jamie's great backtester, using a
4 month hold screen starting in June of '98.
The VV ended up with about $1.2M and the screen about $1.8M.
Vector Vest  Vector Vest  Vector Vest      Vector Vest     MI Screen  MI Screen      MI Screen
Start End Start End return $ 100,000
6/12/1998 10/23/1998 100,000 $ 106,000 3-Jun-96 (5.0) 95,000
10/23/1998 1/22/1999 106,000 130,000 30-Sep-96 9.0 104,000
1/22/1999 4/23/1999 130,000 139,000 10-Feb-97 25.2 130,000
4/23/1999 7/30/1999 139,000 135,000 9-Jun-97 35.6 176,000
7/30/1999 11/19/1999 135,000 129,000 6-Oct-97 24.4 219,000
11/19/1999 4/7/2000 129,000 219,000 9-Feb-98 4.2 228,000
4/7/2000 7/14/2000 219,000 273,000 8-Jun-98 (14.8) 194,000
7/14/2000 7/28/2000 273,000 234,000 5-Oct-98 6.7 207,000
7/28/2000 9/1/2000 234,000 204,000 8-Feb-99 (1.8) 204,000
9/1/2000 9/15/2000 204,000 196,000 1-Jun-99 14.1 232,000
9/15/2000 1/19/2001 196,000 234,000 27-Sep-99 1.2 235,000
1/19/2001 2/23/2001 234,000 245,000 31-Jan-00 (8.0) 216,000
2/23/2001 5/5/2001 245,000 287,000 30-May-00 0.3 217,000
5/5/2001 7/6/2001 287,000 317,000 2-Oct-00 21.8 264,000
7/6/2001 11/16/2001 317,000 346,000 29-Jan-01 44.7 382,000
11/16/2001 2/8/2002 346,000 367,000 29-May-01 (3.1) 370,000
2/8/2002 3/8/2002 367,000 352,000 1-Oct-01 13.4 420,000
3/8/2002 5/10/2002 352,000 359,000 28-Jan-02 37.3 576,000
5/10/2002 5/17/2002 359,000 326,000 3-Jun-02 (2.1) 564,000
5/17/2002 5/31/2002 326,000 314,000 30-Sep-02 8.9 614,000
5/31/2002 11/8/2002 314,000 407,000 3-Feb-03 7.2 658,000
11/8/2002 1/24/2003 407,000 462,000 2-Jun-03 10.6 728,000
1/24/2003 4/17/2003 462,000 461,000 29-Sep-03 16.5 849,000
4/17/2003 4/30/2004 461,000 774,000 2-Feb-04 3.1 875,000
4/30/2004 9/10/2004 774,000 793,000 1-Jun-04 27.0 1,110,000
9/10/2004 3/18/2005 793,000 854,000 27-Sep-04 12.3 1,250,000
3/18/2005 6/3/2005 854,000 843,000 31-Jan-05 7.7 1,340,000
6/3/2005 9/23/2005 843,000 892,000 31-May-05 22.3 1,640,000
9/23/2005 11/18/2005 892,000 917,000 3-Oct-05 11.5 1,830,000
11/18/2005 5/19/2006 917,000 1,108,000 30-Jan-06 (2.4) 1,790,000
5/19/2006 8/25/2006 1,108,000 1,194,000 30-May-06 to 10/06 (1.8) 1,760,000

Notes:
This is the MI screen used: http://backtest.org/bt.csv?960606h4SS(YEYPayout)(PIH_CSO_safe)(PIH_CSO_simple)(H52EarnPS)3l12
I was able to beat their returns on the first of my screens that I tried, so I am sure there are others- especially with better
2005 and 2006 returns. If you have one, please share it.

My screen did not have trading costs taken out, and I don't know
if the same was true for VV.

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