No. of Recommendations: 3
Thanks so much!
Here's my YoY comparison ( The table is horrible format!)
But here are the takeaways :
(1) If you considered the Top 15 Ranked from 2023 ONLY 4 Screens are in the Top in the current lookback
Fried 500 : Was 2 , Current 7
Dipstick : Was 3 , Current 8
I would presume - very similar screens
Quality Earnings : Was 6 Current 4
Small Value : Was 12 , Current 6
The TOP one ie FCF26 ( ie Free Cash Flow based) : Was 17, Current 1 ( This is the one I guess picks NVDA as a top stock)
(2) The BEST one from 2023 the Ups types had a TERRIBLE forward performance
UP5pct : Was 1, Current :41
Up5X3 : Was 4, Current : 36
These are just Momentum based ( price performance) I would guess and perform not upto par.
NET TAKEAWAY: Earnings stability seems to be mattering - at least in this window of performance
Best
Screen Prior CAGR 2022-23 Rank 2023-24 Rank Difference Current CAGR
Up5pct 43 1 41 -40 -3
Fried_500 38 2 7 -5 37
Dipstick 34 3 8 -5 36
Up5X3 30 4 36 -32 3
Zweig_26 23 5 32 -27 6
Quality_Earnings 20 6 4 2 42
3pt_Relative_Value 19 7 15 -8 18
SP_Peg 18 8 49 -41 -16
Bob 16 9 30 -21 8
HighOnVolume 16 10 17 -7 16
ARS 15 11 31 -20 6
Small_Value 13 12 6 6 40
HighRelativeValue 10 13 18 -5 16
Silver_Parachute 10 14 27 -13 11
Z26saTA 10 15 38 -23 1
GS_X 9 16 28 -12 11
FCF26 7 17 1 16 67
Melange 7 18 48 -30 -14
POG 7 19 23 -4 12
Rabbitt 7 20 10 10 29
Gentle_Screamers 5 21 34 -13 5
VG_Zebra 4 22 13 9 22
Steady_Growth 3 23 14 9 20
VG_Horse 2 24 3 21 48
BI 1 25 12 13 24
CANSLIM_26 1 26 33 -7 5
POI 1 27 9 18 33
PS_ILoveYou -1 28 37 -9 1
Shrinkage -2 29 16 13 17
LowPSplus -3 30 20 10 15
WK_Voom -3 31 26 5 11
Money_Flow -4 32 35 -3 4
Value_at_the_Top -4 33 11 22 26
OptiMan -5 34 44 -10 -6
Blue_Skies -6 35 5 30 41
GS_Mungo -6 36 25 11 11
LowMult -6 37 24 13 11
GS_Mungo_Voom -7 38 29 9 10
Incoming_Cash -7 39 2 37 54
LowPSvol -7 40 22 18 13
RS_100 -7 41 47 -6 -8
Turnarounds -7 42 43 -1 -6
YldEarnYear_SI -9 43 19 24 15
GS_X2 -13 44 46 -2 -8
AdvancedHelper -17 45 42 3 -4
GS_PCF -17 46 21 25 14
Advanced -18 47 45 2 -8
NetNetsGrahamified -18 48 40 8 -1
78RPM -21 49 39 10 0
PIH_Naked -28 50 50 0 -24
Microcap_Momentum -35 51 51 0 -38
