Results for the previous period: from 20220707 to 20230707
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