Subject: Re: standard SIP screen postmortem
The 5 WWL picks continue to outperform so far this year (this WWL test will end December 31st). Out of the 22 screens selected from, 14 are ahead of S&P 1500 equal weight. Results from 20240122 to 20241126:
Screen TR MDD
FCF26 27.1 -17
Fried_500 11.5 -16
HighRelativeValue 19.9 -12
LowMult 28.3 -12
LowPSplus 48.0 -24
Quality_Earnings 42.8 -13
RS_100 21.4 -19
Up5pct 18.4 -14
Up5X3 4.6 -17
VG_Horse 27.8 -16
WK_Voom 29.6 -14
YldEarnYear_SI 10.4 -20
SP100EG 28.5 -11
TinyTitans2022c2 46.2 -15
Nas100Momentum 11.1 -35
SurpriseEstimates 37.1 -19
SP1500Fscore 15.6 -12
DivIncrease2019b 36.6 -8
Profitable2021 19.7 -8
zgCOWZ2023 24.0 -10
zgQUAL 16.8 -8
zgSCHD2023a 16.2 -8
avg_WWL_5_picks 27.7 -18
average_22_screens 24.6 -15
SP1500EqualWeight 19.2 -7
SP100EG https://gtr1.net/2013/?!!QlpoM...
TinyTitans2022c2 https://gtr1.net/2013/?!!QlpoM...
Nas100Momentum https://gtr1.net/2013/?!!QlpoM...
SurpriseEstimates https://gtr1.net/2013/?!!QlpoM...
SP1500Fscore https://gtr1.net/2013/?!!QlpoM...
DivIncrease2019b https://gtr1.net/2013/?!!QlpoM...
Profitable2021 https://gtr1.net/2013/?!!QlpoM...
zgCOWZ2023 https://gtr1.net/2013/?!!QlpoM...
zgQUAL https://gtr1.net/2013/?!!QlpoM...
zgSCHD2023a https://gtr1.net/2013/?!!QlpoM...