Post #1066 by mapg on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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I tried something similar but simpler, close to Jim's ROE-Revgr SOS for about a year... whether bad time or out of style, lost 29% in a year.

Top 50 ROE TTM, top 50 RevGR 5 yr >25% with positive earnings (EY >1.5%), summed rank in each SOS top 5. Avoided microcaps.

Guessing, at least for now, that excluding Small and micro caps is best.

Have two versions saved. Time will tell which is best.

Market Capitalization
$7.57B and Above
624

Market Capitalization
$1.98B and Above
1388

GD_

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