Subject: Re: Catch up for someone who's been out of the lo
Hundreds of screens have been posted, but there is no wiki or categorization done. Reading through the individual posts is the only way to get the information. Maybe a LLM AI could be used if there was interest.
SPY has been difficult to beat the last 10 years (12.6 CAGR for SPY large caps, 8.6 CAGR for IJR small caps). Nano cap screens are a choice for some, but transaction costs (mostly the bid ask spread) are important.
Timing methods, tactical asset allocation, options methods, and new screen ideas have been discussed here. I keep track some of the new screen ideas, and will post post-discovery results at some point:
year new screens
2013 23
2014 12
2015 13
2016 10
2017 5
2018 12
2019 4
2020 20
2021 12
2022 14
2023 16
2024 3
Classification and screen selection methods have not been discussed much here. The most important classification is a screen you think is going to work. Picking screens that actually work would be great but is difficult. Join the hunt if you enjoy the process.
=== links ===
P123 Designer Models
https://www.portfolio123.com/a...
AAII screens
https://www.aaii.com/stockidea...
Subject: post-discovery tracks of some screens 2018
http://www.datahelper.com/mi/s...
Subject: 5 Year Backtests to 2019 December
http://www.datahelper.com/mi/s...
Subject: 1 Year SIP Backtests to 2023 December
https://www.shrewdm.com/MB?pid...
Subject: standard SIP screen postmortem
https://www.shrewdm.com/MB?pid...
Subject: Re: Tiny Titans
Nano cap screen with a 10-year CAGR of 25.
http://www.datahelper.com/mi/s...