No. of Recommendations: 7
I’m always a little skeptical of any screen with only 5 picks and backtests that start after the ’08 bear market.
So upping the min price to $3 and doubling all the cutoff’s and testing from 20071015:
nas100.a != null
aprc(1) > 3
ratio(tr(1,5),tr(1,200)) bottom 20
ratio(aprc(1),MktCap) bottom 14
ratio(tr(1,5),float.s) bottom 10
Brings it down a notch but still does very nicely even with 0.35% trade friction.
CAGR 16.4
SAWR 8.0
MDD -51% high but better than market.
AT 4.1 not that bad
One step further to a final hold 15 CAGR still holding at 15.75%
And then trading only every 3 months CAGR 16.3% perpetual SAWR 9.3%
No longer skeptical!
RAM
