No. of Recommendations: 15
Screen Test - 20 stocks - BTSP3M - 8/25/00(long)

This is the thirty-second report of a test of a 20 stock screen based on a spreadsheet that finds those stocks that have beaten the S&P consistently over the last three months. Summaries will be reported weekly, and details monthly as of the last Friday. This is a monthly report, with all stock and portfolio values reported. The screen requires no outside data, except weekly prices of the 100 stocks ranked #1 for timeliness by Value Line, and weekly values of the indices shown. Since the list of those 100 stocks is available at many public libraries, no subscriptions are required.

The volatility of the market as a whole continues to decrease, as measureed by the number of stocks my screens pick up each week (more, as the volatility slows). Over the last month, the non MI portfolios, #3 and #4, beat the pure MI portfolios by a considerable amount. #4 was about double the percent gain of 1,2, and 5. It's hard to say why by a cursory scan of the stocks held over the last month, since the stocks that were in #1, for example, that really dropped for the month, like IVX and ADCT, are also in #4. Curiouser and curiouser, said Alice.

Last month I said:
"The relative performance of portfoios #1 and #5 over the next month may be the best test of the value of the extra step in the construction of #1 that we'll get. The extra step drops those stocks that don't "make the cut" in just the last week, hoping to remove the dragging effect of those stocks that have suddenly "died" that week. RMBS and CDWC are such stocks. If there was ever a week to test such a concept, this is it!"

The percent change of the two portfolios over the last four weeks is within a half percent of each other. So much for that theory.

Last weeks report was at:

http://boards.fool.com/Message.asp?mid=13156614

and the rules for the screen were stated in:

http://boards.fool.com/Message.asp?id=1030013009631000&sort=id
as modified by
http://boards.fool.com/Message.asp?id=1030013010823000


Current values (Portfolio base date 12/31/99):
--------------------------------------------------------------------
TMF PORTFXXXX XXXX DATE PERCENT CHANGES EA PD
CST VAL PRCH WK MO 6MO YR TOT CAGR
-----------------------------------------------------------
DJIA 11497 11193 1.3 6.5 13 1 -2.6 -4.02
NSDQ 4069 4043 2.9 10.4 -12 47 -0.7 -1.00
S&P 1469 1507 1.0 6.1 13 12 2.6 3.95
QQQ 91 98 3.0 12.9 -6 64 7.4 11.52
-----------------------------------------------------------
Port #1 100000 119511 PURE MI 1.1 8.4 -7 ERR 19.5 31.34
Port #2 100000 124121 PURE MI 1.3 8.6 -4 ERR 24.1 39.17
Port #3 100000 130107 TWEAKED" 0.0 11.4 4 ERR 30.1 49.56
Port #4 100000 131357 MY WAY 3.5 16.1 13 ERR 31.4 51.76
Port #5 100000 118240 PURE MI 1.2 8.0 -10 ERR 18.2 29.21
-----------------------------------------------------------
Port #1 -----------------------------------------------------------
PLXS 5623 10458 4/28/00 9.1 24.9 146 383 86.0 567.09
DGX 4421 7408 5/26/00 8.5 17.4 239 339 67.5 688.07
LH 4748 7020 6/30/00 4.0 12.4 204 ERR 47.8 1169.65
UNH 4748 4970 6/30/00 -1.8 10.5 75 45 4.7 34.49
--------------------------------------------------------------------
TMF PORTFXXXX XXXX DATE PERCENT CHANGES EA PD
CST VAL PRCH WK MO 6MO YR TOT CAGR
BARZ 4748 5407 6/30/00 0.8 0.0 59 179 13.9 132.65
WAT 4748 5966 6/30/00 10.2 31.0 57 141 25.6 341.10
NEWP 4418 6804 7/28/00 10.6 54.0 271 2467 54.0 27301.19
GLW 4418 5550 7/28/00 0.5 25.6 61 346 25.6 1840.84
ALA 4418 4715 7/28/00 0.2 6.7 67 151 6.7 133.03
ITWO 4418 6060 7/28/00 11.0 37.2 11 917 37.2 5991.23
SANM 5515 5515 8/25/00 -4.5 22.1 71 178 0.0 ERR
SMTC 5515 5515 8/25/00 20.7 49.0 76 223 0.0 ERR
JBL 5515 5515 8/25/00 -6.7 22.4 62 155 0.0 ERR
IDTI 5515 5515 8/25/00 7.4 57.1 114 296 0.0 ERR
PMCS 5515 5515 8/25/00 7.0 33.1 27 392 0.0 ERR
SUNW 5515 5515 8/25/00 1.9 21.3 33 227 0.0 ERR
EDMC 5515 5515 8/25/00 -2.5 21.7 99 92 0.0 ERR
ALTR 5515 5515 8/25/00 -1.5 35.4 74 194 0.0 ERR
ELN 5515 5515 8/25/00 -0.3 10.9 59 71 0.0 ERR
PLT 5515 5515 8/25/00 -5.7 14.1 116 187 0.0 ERR
--------------------------------------------------------------------
TOT #1 100000 119511 1.1 8.4 -7 ERR 19.5 31.34

Port #2
PLXS 6300 13476 3/31/00 9.1 24.9 146 383 113.9 273.51
DGX 4421 7408 5/26/00 8.5 17.4 239 339 67.5 688.07
LH 4795 7089 6/30/00 4.0 12.4 204 ERR 47.8 1169.65
UNH 4795 5019 6/30/00 -1.8 10.5 75 45 4.7 34.49
BARZ 4795 5460 6/30/00 0.8 0.0 59 179 13.9 132.65
WAT 4795 6025 6/30/00 10.2 31.0 57 141 25.6 341.10
NEWP 4479 6898 7/28/00 10.6 54.0 271 2467 54.0 27301.19
GLW 4479 5627 7/28/00 0.5 25.6 61 346 25.6 1840.84
ALA 4479 4781 7/28/00 0.2 6.7 67 151 6.7 133.03
CDT 4479 5591 7/28/00 2.5 24.8 62 ERR 24.8 1682.81
ITWO 4479 6145 7/28/00 11.0 37.2 11 917 37.2 5991.23
SANM 5622 5622 8/25/00 -4.5 22.1 71 178 0.0 ERR
SMTC 5622 5622 8/25/00 20.7 49.0 76 223 0.0 ERR
JBL 5622 5622 8/25/00 -6.7 22.4 62 155 0.0 ERR
IDTI 5622 5622 8/25/00 7.4 57.1 114 296 0.0 ERR
PMCS 5622 5622 8/25/00 7.0 33.1 27 392 0.0 ERR
SUNW 5622 5622 8/25/00 1.9 21.3 33 227 0.0 ERR
EDMC 5622 5622 8/25/00 -2.5 21.7 99 92 0.0 ERR
ALTR 5622 5622 8/25/00 -1.5 35.4 74 194 0.0 ERR
ELN 5622 5622 8/25/00 -0.3 10.9 59 71 0.0 ERR
--------------------------------------------------------------------
TOT #2 100000 124121 1.3 8.6 -4 ERR 24.1 39.17

PORT #3
JDSU 5000 7766 12/31/99 2.1 7.8 -2 355 55.3 96.10
NT 5000 8154 12/31/99 0.5 12.8 45 277 63.1 111.26
ORCL 5000 7549 12/31/99 4.1 16.9 20 357 51.0 87.79
SUNW 5000 8053 12/31/99 1.9 21.3 33 227 61.1 107.27
GLW 5000 11688 12/31/99 0.5 25.6 61 346 133.8 266.45
CSCO 5000 6113 12/31/99 3.1 4.3 -1 91 22.3 35.97
EMC 5000 8333 12/31/99 -4.1 11.1 48 201 66.7 118.40
SDLI 4627 13765 1/28/00 1.7 25.2 101 885 197.5 561.81
PMCS 4467 5173 3/31/00 7.0 33.1 27 392 15.8 43.81
SFA 4467 5478 3/31/00 -3.3 0.8 49 201 22.6 65.72
PLXS 3637 6520 5/26/00 9.1 24.9 146 383 79.2 932.26
NEWP 4243 6534 7/28/00 10.6 54.0 271 2467 54.0 27301.19
DGX 4243 4982 7/28/00 8.5 17.4 239 339 17.4 707.38
LH 4243 4768 7/28/00 4.0 12.4 204 ERR 12.4 356.23
BARZ 4243 4243 7/28/00 0.8 0.0 59 179 0.0 0.00
SANM 4198 4198 8/25/00 -4.5 22.1 71 178 0.0 ERR
SMTC 4198 4198 8/25/00 20.7 49.0 76 223 0.0 ERR
WAT 4198 4198 8/25/00 10.2 31.0 57 141 0.0 ERR
JBL 4198 4198 8/25/00 -6.7 22.4 62 155 0.0 ERR
IDTI 4198 4198 8/25/00 7.4 57.1 114 296 0.0 ERR
--------------------------------------------------------------------
TOT #3 100000 130107 0.0 11.4 4 ERR 30.1 49.56
--------------------------------------------------------------------

Port #4
CSCO 5000 6113 12/31/99 3.1 4.3 -1 91 22.3 36.00
EMC 5000 8357 12/31/99 -3.9 11.4 49 202 67.1 119.36
JDSU 5000 7767 12/31/99 2.1 7.8 -2 355 55.3 96.13
MEDI 5000 7284 12/31/99 17.6 32.6 34 123 45.7 77.79
NT 5000 8148 12/31/99 0.4 12.8 45 281 63.0 111.05
ORCL 5000 7550 12/31/99 4.1 16.9 20 357 51.0 87.83
PMCS 5000 14711 12/31/99 7.0 33.1 27 392 194.2 420.94
SEBL 5000 10556 12/31/99 2.9 30.1 28 422 111.1 213.58
SUNW 5000 8054 12/31/99 1.9 21.3 33 227 61.1 107.31
NTAP 5046 8686 1/21/00 7.3 18.6 5 526 72.1 148.64
SDLI 3847 9987 2/11/00 1.7 25.2 101 885 159.6 488.06
GLW 3283 4618 3/24/00 0.5 25.6 61 346 40.6 123.92
ADCT 2502 3088 5/19/00 -11.5 -10.8 73 323 23.5 118.73
PLXS 3370 6041 5/26/00 9.1 24.9 146 383 79.2 932.26
CDWC 1347 1380 6/30/00 6.7 25.3 133 173 2.4 16.67
IVX 4166 2980 7/14/00 6.2 -36.2 31 192 -28.5 -94.52
DGX 4166 4762 7/14/00 8.6 17.5 239 339 14.3 218.75
LH 3185 3736 7/21/00 4.0 12.4 204 ERR 17.3 425.61
NEWP 4098 5783 8/4/00 10.6 54.0 271 2467 41.1 39074.67
LMS 2035 1757 8/11/00 -24.5 2.1 164 237 -13.7 -97.82
--------------------------------------------------------------------
TOT #4 100000 131357 XXXXX 3.5 16.1 13 ERR 31.4 51.76
--------------------------------------------------------------------
PORT #5
PLXS 5954 11072 4/28/00 9.1 24.9 146 383 86.0 567.09
LH 4829 7140 6/30/00 4.0 12.4 204 ERR 47.8 1169.65
DGX 4829 7672 6/30/00 8.5 17.4 239 339 58.9 1926.03
AD 4829 4806 6/30/00 -2.8 1.7 57 110 -0.5 -3.10
IDTI 4829 6311 6/30/00 7.4 57.1 114 296 30.7 469.58
NEWP 4695 7230 7/28/00 10.6 54.0 271 2467 54.0 27301.19
LMS 4695 4761 7/28/00 -25.0 1.4 162 235 1.4 19.94
GLW 4695 5898 7/28/00 0.5 25.6 61 346 25.6 1840.84
ALA 4695 5010 7/28/00 0.2 6.7 67 151 6.7 133.03
NT 4695 5297 7/28/00 0.5 12.8 45 277 12.8 381.00
SANM 5304 5304 8/25/00 -4.5 22.1 71 178 0.0 ERR
SMTC 5304 5304 8/25/00 20.7 49.0 76 223 0.0 ERR
WAT 5304 5304 8/25/00 10.2 31.0 57 141 -0.0 ERR
JBL 5304 5304 8/25/00 -6.7 22.4 62 155 0.0 ERR
PMCS 5304 5304 8/25/00 7.0 33.1 27 392 0.0 ERR
SUNW 5304 5304 8/25/00 1.9 21.3 33 227 0.0 ERR
ITWO 5304 5304 8/25/00 11.0 37.2 11 917 0.0 ERR
EDMC 5304 5304 8/25/00 -2.5 21.7 99 92 0.0 ERR
ALTR 5304 5304 8/25/00 -1.5 35.4 74 194 0.0 ERR
UNH 5304 5304 8/25/00 -1.8 10.5 75 45 0.0 ERR
--------------------------------------------------------------------
TOT #5 100000 118240 XXXXX 1.2 8.0 -10 ERR 18.2 29.21
--------------------------------------------------------------------

Here are the screen results for portfolios #1 and #5 for each of the last six weeks. Stocks are shown down through #30, so you can see patterns as stocks migrate up and down the lists. The screens for both portfolio #1 and #5 continue to pick up thirty stocks or better.
#1
7/21     7/28     8/4      8/11     8/18     8/25
NEWP NEWP NEWP NEWP NEWP NEWP
TECH PLXS LMS LMS LMS SANM
PLXS IVX IVX SANM SANM SMTC
RMBS LMS NTAP ALA ALA WAT
ADCT ADCT AD AD SMTC JBL
IVX GLW DGX DGX AD IDTI
NSIT AD WAT PLXS PLXS GLW
AD NTAP ALA WAT DGX PLXS
GLW DGX BARZ LH WAT ALA
IDTI LH LH GLW JBL PMCS 10
NTAP BARZ NT ADCT LH DGX
DGX ALA PMCS BARZ GLW LH
LH NT SANM IDTI UNH SUNW
BARZ UNH UNH UNH IDTI ITWO
TGH WAT TGH NTAP NT EDMC
UNH TGH FLEX NT BARZ ALTR
NT IRF CDT SMTC PMCS UNH
PMCS CDT ITWO PMCS TXCC BARZ
LMS ITWO SFA TGH TGH ELN
WAT SFA IMPH FLEX APOL PLT 20
IRF EMC EMC JBL MXIM CDT
CDT TECD TECD SFA ADCT TXCC
ITWO SANM SMTC APOL MCRL BEAS
FLEX MCHP RWY EMC EDMC APOL
ALA APOL MCHP JDSU ALTR MXIM
SFA RWY APOL MXIM SUNW MCRL
ALTR MIKE MIKE TECD ITWO CAE.TO
ADBE MIKE ELN SEBL
EMC EMC SNDK
TECD JDSU RMD 30
#5
NEWP NEWP NEWP NEWP NEWP NEWP
TECH PLXS RMBS LMS LMS LMS
PLXS RMBS LMS SANM SANM SANM
RMBS TECH IVX ALA ALA SMTC
ADCT IVX PLXS IVX SMTC WAT
CDWC LMS NTAP AD AD JBL
IVX ADCT AD DGX PLXS IDTI
NSIT GLW GLW PLXS DGX GLW
AD IDTI IDTI WAT WAT PLXS
GLW AD DGX LH JBL ALA 10
IDTI NTAP ADCT GLW LH PMCS
NTAP CDWC TECH ADCT IVX DGX
DGX DGX WAT BARZ GLW LH
LH NSIT ALA IDTI UNH SUNW
BARZ SEBL MACR UNH IDTI ITWO
SEBL LH BARZ RMBS NT AD
TGH MACR LH NTAP BARZ EDMC
MACR BARZ NT NT PMCS ALTR
UNH ALA PMCS SMTC TXCC UNH
NT NT SEBL PMCS TGH NT 20
PMCS PMCS SANM TGH FLEX BARZ
LMS UNH UNH FLEX APOL ELN
WAT WAT CDWC TECH MXIM PLT
MENT TGH NSIT JBL ADCT CDT
IRF MENT TGH SFA MCRL TXCC
CDT IRF FLEX APOL SFA BEAS
CYTC CDT IRF IMPH EDMC TGH
ITWO CYTC CDT EMC ALTR FLEX
LLTC ITWO CYTC JDSU SUNW APOL
FLEX LLTC ITWO RWY ITWO MXIM 30

Foolishly Yours,

Hank
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