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No. of Recommendations: 15
I was looking for VL/MI screens that did well both
during the 2000-2002 downturn and 2003-2006 upturn.

Here's the SOS screen, that has a good history over that period,
with each of the 3 screens doing well on its own.

One of the attributes that I like is that for just
about any combination of positions per screen and
limit of stocks, it has great returns. Not many screens
can do that. Even better, going from 1 to 6 month holds
seems not to put a dent in performance.

Here's some output from the above 5 position per screen, 15 stocks max.
Screen S&P

CAGR 43.66 1.25
GSD 16.20 15.37
Sharpe 2.26 (0.05)

CAGR+3sigma 125.40 55.47
CAGR+2sigma 93.98 34.76
CAGR+1sigma 66.93 16.81
CAGR-1sigma 23.63 (12.24)
CAGR-2sigma 6.40 (23.93)
CAGR-3sigma (8.44) (34.06)

Winning stocks 704.00
Average gain 8.11
Losing stocks 395.00
Average loss (6.22)
Winning percentage 64.1%

852 trades 10.2 per period

YEAR Screen S&P Difference
2000 44.29 (10.80) 55.1
2001 74.42 (9.35) 83.8
2002 33.63 (22.14) 55.8
2003 37.90 28.46 9.4
2004 47.90 10.24 37.7
2005 41.62 7.51 34.1
2006 30.01 13.79 16.2

If I have the chance, I'll try to calculate the 2007 returns-
unless someone else has the inclination to do so.

Another thing to do is to convert the 3 screens to a Zacks format
and try a combo. I know that the YEYPayout screen conversion does great.
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