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No. of Recommendations: 13
For those looking to hold for longer than a month, this one
does well monthly and quarterly.


http://www.backtest.org/8906h3SS(PIH_CSO_safe)(YLDEARNYEAR)(ZLTDA)(SOS_Ancer)3l12


Quarterly Hold:
 
Screen S&P

CAGR 42.0 12.0
GSD 19.9 14.5
Sharpe 1.8 0.6
Screen S&P 500
Screen S&P 500 Difference $10,000 $10,000
1989 73.4% 35.2% 38.2% 17,341 13,520
1990 13.1 -4.8 17.9 19,618 12,870
1991 82.8 30.8 52.0 35,853 16,829
1992 80.5 7.1 73.4 64,704 18,017
1993 25.5 10.2 15.3 81,177 19,850
1994 12.2 1.5 10.7 91,083 20,149
1995 74.5 38.7 35.8 158,980 27,946
1996 35.9 23.2 12.8 216,086 34,418
1997 43.6 27.9 15.7 310,361 44,021
1998 59.5 34.5 25.0 494,902 59,209
1999 31.7 18.4 13.4 651,954 70,093
2000 59.4 -10.8 70.2 1,039,380 62,522
2001 30.6 -9.3 39.9 1,357,068 56,678
2002 17.2 -22.1 39.4 1,590,768 44,127
2003 38.3 28.5 9.8 2,199,794 56,684
2004 33.4 10.2 23.1 2,933,985 62,491
2005 45.6 7.5 38.1 4,271,962 67,183
2006 28.5 13.9 14.6 5,491,451 76,533


Seems to have beat the S&P500 every year by a pretty good margin
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