No. of Recommendations: 1
My problem with a backtest of this sort is the introduction of an arbitrary holding period. While people do make money with strategies that hold for one year, I think that the backtests are not likely to be reliable.

Also, of course, I would like to know how the ranking of the stocks was done.

The strategy here: http://boards.fool.com/Message.asp?mid=24813761 seems to me to be a bit more likely to be reliable, since the holding period is shorter. Of course it will cost you more in taxes. And I believe that Zacks ranking methodology is public, although I do not know what it is. I do believe I read a description once a few years ago. That should be investigated further. I have not looked at Zacks for quite a while.

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