I'm planning to put a web-accessible database of MI screens. This is intended as a reference for selection of screens; not as a source of current picks or current performance. The views will include screens sorted by various categories. The categories and other data fields I am presently intending to include for each screen (to the extent applicable) are:Class (Primary, SOS, Overlap, etc.)Major Group (RS, PEG, Key, Plow, Form90, Spark, EG, etc.)Inventor (Moe Bruin, Sparfarkle, MrToast, alevine, etc., if known)Screening factors used (VL-Time, VL-Tech, IBD-EPS, IBD-RS, VL-TotRet26, PEG, Market-Cap, etc.)Description of methodology (borrowing from JackCade's long weekly posting, for the most part, if no objection)Publications required (VL, IBD)Backtest link (if available; will link to Gritton or bdfinney)Backtested results for 86-99, including CAGR, GSD, and Sharpe, for a 5-stock portfolio held monthly, quarterly, semi-annually and annually (12 pieces of data).CommentsMessage links (to MI board messages about the screen)Currently published by (JackCade, bdfinney, TMFElan)Link to current picks (if published on bdfinney's site; I'm not planning to maintain weekly linkage information to JackCade's posting)I'm sure there are other pieces of data that might be useful; I welcome suggestions or comments. I'm hoping to have this setup in a week or so; at that point, I'll put a link to it.
Excellent plan, I like your list of characteristics. Nothing else I can think of, unless you want to add the complexity of also listing returns for a 3-stock port (a frequent choice, I think).-Jim
In our last episode, JimStrott wrote:... Nothing else I can think of, unless you want to add the complexity of also listing returns for a 3-stock port (a frequent choice, I think).I'm partial to 4-stock ports, myself. Could you throw those in, too? :-)I'd be interested in seeing an overview page, listing the screens with the periods of their best performance (and whatever other data). I'd like to be able to see at a glance which screens seem to work best as annuals (for picking screens in taxable accounts), which seem to work best as quarterlies, etc.
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