Screen               CAGR  GSD  Sharpe  Beta  AT  Depth
3pt_Relative_Value    19   20    0.82   0.7   11    5
78RPM                -21   36   -0.87   0.8   9     5
Advanced             -18   29   -0.85   0.7   10    5
AdvancedHelper       -17   36   -0.68   0.7   9     5
ARS                   15   27    0.54   0.9   8     5
BI                     1   21   -0.12   0.7   11    5
Blue_Skies            -6   32   -0.30   0.8   8     5
Bob                   16   29    0.56   1.2   6     5
CANSLIM_26             1   15   -0.19   0.4   5     4
Dipstick              34   38    0.86   0.8   11    5
FCF26                  7   26    0.20   0.7   7     5
Fried_500             38   22    1.50   0.9   3     5
Gentle_Screamers       5   27    0.05   0.7   11    5
GS_Mungo              -6   22   -0.45   0.5   11    5
GS_Mungo_Voom         -7   22   -0.49   0.5   10    5
GS_PCF               -17   26   -0.97   0.7   10    5
GS_X                   9   22    0.34   0.7   11    5
GS_X2                -13   29   -0.62   1.0   10    5
HighOnVolume          16   30    0.38   0.7   11    5
HighRelativeValue     10   20    0.33   0.6   12    5
Incoming_Cash         -7   30   -0.37   0.9   9     5
LowMult               -6   30   -0.37   0.9   9     5
LowPSplus             -3   39   -0.15   1.0   12    5
LowPSvol              -7   22   -0.63   0.5   12    5
Melange                7   41    0.11   1.3   7     5
Microcap_Momentum    -35   65   -0.86   0.6   11    5
Money_Flow            -4   20   -0.43   0.4   5     3
NetNetsGrahamified   -18   55   -0.35   0.9   5     5
OptiMan               -5   31   -0.21   1.1   3     7
PIH_Naked            -28   40   -1.14   0.8   12    5
POG                    7   28    0.18   0.8   8     5
POI                    1   40    0.02   1.0   9     5
PS_ILoveYou           -1   31   -0.11   0.9   8     5
Quality_Earnings      20   31    0.65   0.9   7     5
Rabbitt                7   31    0.20   0.9   11    5
RS_100                -7   25   -0.47   0.6   10    5
Shrinkage             -2   39   -0.04   1.5   3     5
Silver_Parachute      10   35    0.30   0.6   7     5
Small_Value           13   34    0.41   1.0   7     5
SP_Peg                18   26    0.63   0.8   4     5
Steady_Growth          3   20    0.01   0.8   5     4
Turnarounds           -7   36   -0.23   1.2   11    5
Up5pct                43   32    1.21   1.0   10    5
Up5X3                 30   27    1.03   0.9   11    5
Value_at_the_Top      -4   31   -0.21   0.7   9     5
VG_Horse               2   26    0.01   0.9   7     5
VG_Zebra               4   19    0.04   0.5   5     3
WK_Voom               -3   35   -0.10   0.7   8     5
YldEarnYear_SI        -9   38   -0.30   0.7   5     5
Z26saTA               10   15    0.42   0.5   4     2
Zweig_26              23   14    1.33   0.5   4     2
 
Current_Ratio_s      -39   78   -0.71   2.2   7     5
Dilution_s           -64   66   -2.05   0.9   8     5
HIAR_s                43   43    0.83   1.2   10    5
Negative_FCF_s       -12   58   -0.27   1.8   11    5
The_Mirror_s         -12   74   -0.10   1.7   11    5
 
blend_Current_Ratio   24   17    1.35   0.6   1     na
blend_Dilution        27   17    1.35   0.7   1     na
blend_HIAR             2   16   -0.10   0.7   1     na
blend_Negative_FCF    14   14    0.74   0.6   1     na
blend_The_Mirror      15   15    0.75   0.6   1     na
 
SP500MktCapWeight     15   19    0.65   1.0   0    500
SP500EqualWeight      10   21    0.39   1.0   0    500
SP1500EqualWeight      9   24    0.32   1.1   0   1499