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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
SBT15XcpeG0XcdyG0Xtr1yMcdyDcpeT5
I get CAGR/GSD/Sharpe 28/21/1.15 which is lower than YLDEARNYEAR2 30/21/1.26 .

Can anyone explain the discrepancy?

senco
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