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No. of Recommendations: 6
O'Shaughnessy thought P/S was the best...

JIM: This might have worked for him, bit I don't see it working for many others.


The SIP LowPS+ screen has been one of best SIP screens from the beginning of SIP data in 1997
but hasn’t even matched the S&P 500 for the last 10 years. Not sure I should even bring up the LowPS+
screen as it adds many other criteria to the mix and isn’t much of a testimony to the validity of that
factor alone. Furthermore even though LPS+ has the best SIP screen performance from 1997 it has
tanked in the last 10 years.

SIP LowPS+ for last 10 years results in a CAGR 8.0% GSD 26.2% UI 15.6
GSPC CAGR 11.4% GSD 16.4%, UI 4.9%

But using only PS bottom 33% on were PS ne null with no other filters does seem to give a small
0.7% advantage for either the sp500 or sp1500. (not enough to take advantage of with any trading).

One factor that has held up amazingly well for the last 10 years is Institutional Ownership %, the top
50% have outperformed until this years upheavel. Perhaps the big boys know what they are doing.
RAM
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