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No. of Recommendations: 15
I've been experimenting with the new advanced backtester from Zacks. I've modified my approach going forward based on many of the posts on this board, as well as my own tweaks. Factors for choosing these screen blends were return, drawdown, and diversification across stock sectors and caps, as well as different degrees of risk.

Here are my real money screens as of May 2007 (I'd like to lock these in for years but it's hard when people keep posting great new screens):

1) 12 week hold - Combo tpoto 183 plus Rising Dividend 142 (4 screen blend)

These are the three screens from post 183 (top 3) plus Rising Dividend screen from post 142.

4/5/2002 to 3/30/2007 (rising dividend screen starts in 4/2002)
Average of 4 runs:
CAGR 36%
MD - 7%
CAGR/MD 5.43
average # of stocks: 11

2) 4 week hold - Combo Musselmant 177/ tpoto MI191900 V7/ tpoto post 7

This is a blend of three screens which incorporate the best monthly hold screens I have tested in Zacks. Note that this screen also tests well using a two week hold (I may run one portfolio for two weeks, and one for four weeks, with no purchasing of extra shares of any duplicate picks).

12/31/99 to 3/30/07
Average of 4 runs:
CAGR 66%
MD - 19%
CAGR/MD 3.79
average # of stocks: 10

3) 2 week hold - Combo Best Buys/ ROE2 (direct from the Zacks research wizard)

Best Buys is defined as:
price >= 5
volume >= 100000
zacks rank <= 2 OR % brokers rate buy or strong buy >= 50
P/S <= .75
ROE - Most recent 12 months % >= 15
% rating change - 4 weeks top # 5

ROE2 is defined as:
zacks rank = 1
price >= 5
P/S <= 1
ROE - Most recent 12 months % >= 10
% rating strong buy top # 5

Backtest of Combo of Best Buys/ROE2
12/31/99 to 3/30/07
Average of 2 runs:
CAGR 60%
MD - 20%
CAGR/MD 3.00
average # of stocks: 10

4) 2 week hold - Tpoto MI 191900 V2/V4 plus post 126

I've been investing real money in 191900V2 and 191900V4 since last October, with great success. Adding the screen from post 126 provides
a nice combo for a 2 week hold.

12/31/99 to 3/30/07
Average of 2 runs:
CAGR 69%
MD - 23%
CAGR/MD 3.04
average # of stocks: 8

5) 1 week hold - Knigit MI191925

This screen has been a favorite of mine from last October. It has returned in excess of 35% from 10/6/06. I have held it for one week, and two weeks. I have decided to stick to a one week hold going forward. The backtest has a high MD from when the bubble burst, but it has been such a great screen for me I have decided to keep it. If the backtest is any indication, this screen should tank for several periods during a market meltdown, but I feel confident my other screens (especially the 12 week dividend combo) will balance things out.

12/31/99 to 3/30/07
CAGR 68%
MD - 50%
CAGR/MD 1.35
# of stocks: 3

To complicate matters more, all of the screens with the exception of the Knigit are HTD 9. I've had to configure HTD combo versions in order to distinguish from fresh picks and HTD picks. Also, dupicate picks from any screen are equal weighted (I'm not buying 3X of XYZ if it shows up in 3 different screens).

Comments welcome.


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