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The week's question
In March 2025, in the thread "Re: OT, out", Umm asked the members: "Do you think it is because America is made up of magical soil that makes businesses based in America magically profitable?" This week it is put to everyone again. The button below opens the small thread re-asking it - read what others have said so far, then give your own answer as an ordinary reply.
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Investment Strategies / Mechanical Investing
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Author: anchak   😊 😞
Number: of 6243 
Subject: Re: 1 Year SIP Backtests to 2024 July
Date: 07/10/24 11:46 AM
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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
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This community has written 6,227 posts about Mechanical Investing. The article-length ones it recommended most:
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