Skip to main content
No. of Recommendations: 2
I am currrently investigating MSS with moire or less simple high and low components to get a pattern. While doing some of these endless sessions at Jamies engine I found this switch:

I can't remember any screen for which Jamies engine is reporting such a high sharpe ratio. Is there anything wrong? CAGR is not so impressive, "only" 58%, GSD is very low at 20. Some screen for those who are more risk orientated, than CAGR hunting?

Attention the screen is using more stocks on the high side.

YTD results reduces the GSD another point.

Print the post  


What was Your Dumbest Investment?
Share it with us -- and learn from others' stories of flubs.
When Life Gives You Lemons
We all have had hardships and made poor decisions. The important thing is how we respond and grow. Read the story of a Fool who started from nothing, and looks to gain everything.
Contact Us
Contact Customer Service and other Fool departments here.
Work for Fools?
Winner of the Washingtonian great places to work, and Glassdoor #1 Company to Work For 2015! Have access to all of TMF's online and email products for FREE, and be paid for your contributions to TMF! Click the link and start your Fool career.