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The week's question
In December 2024, in the thread "Re: BRK: Why Not XOM?", BreckHutHigh asked the members: "What about the long road trips with kids?" This week it is put to everyone again. The button below opens the small thread re-asking it - read what others have said so far, then give your own answer as an ordinary reply.
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Investment Strategies / Mechanical Investing
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Author: lizgdal   😊 😞
Number: of 6131 
Subject: Re: standard SIP screen postmortem
Date: 11/27/24 7:28 PM
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No. of Recommendations: 12
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       gtr1.net: GTR1 Backtester - SP100EG_20220128_borisnand
TinyTitans2022c2 gtr1.net: GTR1 Backtester - TinyTitans2022c2_20220310_borisnand
Nas100Momentum gtr1.net: GTR1 Backtester - Nas100Momentum_20191030_rgearyiii
SurpriseEstimates gtr1.net: GTR1 Backtester - SurpriseEstimatesi_20180127_rdutt
SP1500Fscore gtr1.net: GTR1 Backtester - SP1500Fscore_20140826_numerous
DivIncrease2019b https://gtr1.net/2013/?!!QlpoMTFBWSZTWZ24vu8AAOhfg...
Profitable2021 https://gtr1.net/2013/?!!QlpoMTFBWSZTWW!2BSga4AAPT...
zgCOWZ2023 https://gtr1.net/2013/?!!QlpoMTFBWSZTWbLvo9sAAc7fg...
zgQUAL https://gtr1.net/2013/?!!QlpoMTFBWSZTWQnxpxwAAl9fg...
zgSCHD2023a https://gtr1.net/2013/?!!QlpoMTFBWSZTWShOyqIAAyxfg...

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Members reply directly to lizgdal here — and replies get answered. Reading is free; so is joining the conversation. Join Shrewd'm »
This community has written 6,115 posts about Mechanical Investing. The article-length ones it recommended most:
Dividend investing · 52 recs · 2025
Non-Mag7 screen · 34 recs · 2025
OT - Div yields and returns · 32 recs · 2024
Using AI to generate backtesting programs · 30 recs · 2025
Rankings for 19Dec2022 · 29 recs · 2022
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