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No. of Recommendations: 3
Love these screens that go straight up.

Period  Date        Return  S&P 500 Tot Return %    $ 10,000
1 12/31/1999 61.6% -10.1% 16,160
2 12/29/2000 37.9 -12.1 22,285
3 12/28/2001 63.2 -24.6 36,369
4 12/27/2002 41.0 27.0 51,280
5 12/26/2003 22.2 12.0 62,664
6 12/24/2004 19.6 6.5 74,946
7 12/23/2005 27.2 12.9 95,331
8 12/22/2006 108.0 7.0 198,289


1) Mkt cap. >100M
2) Dividend yield >4%
3) 52 week return / P/E top 25%
4) 12 week return top 5

Above returns from Zacks' Research Wizard, 52 week hold.
CAGR 45%.
Shorter hold periods good also.
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No. of Recommendations: 2
Again, a quick check using Jamie Gritton's backtester gives a nice result, although less spectacular than the Zacks' backtester screen:

http://backtest.org/9708h6AM(SBT15XdyldG4XOtr1yDcpeCT25HXr13T5)

All-months summary: (Timeliness™ 1-5; Div'd Yield > 4; (Total Return 1-Year / Current P/E Ratio) top 25%; Total Return 13-Week top 5)


6 months hold; average (over 6 runs): CAGR 14 GSD 14 Sharpe 0.82
12 months hold; average (over 12 runs): CAGR 13 GSD 14 Sharpe 0.72

Using current dividend /price instead of dividend yield allows to extend the backtest back to 1986:

http://backtest.org/8608h6AM(SBT15XOcdvDpriCG.04XOtr1yDcpeCT25HXr13T5)

All-months summary: (Timeliness™ 1-5; (Current Dividend / Stock Price) > .04; (Total Return 1-Year / Current P/E Ratio) top 25%; Total Return 13-Week top 5)


6 months hold: CAGR/GSD/Sharpe 13/17/0.61
12 months hold: 12/16/0.56

Only 2 down years: 1987 (-4%) and 1993 (-2%) for 6 months hold, 1989 (-2%) and 1993 (-1%) for 12 months hold. A great retirement screen?

eulero
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