Post #3493 by tedthedog on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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Thank you! I guess the comment about 'screen' threw me off
I ran the screen using 13 week hold and all factors previous 12 month. The results were virtually unchanged.

The reported gain in your table is the short-term gain over the subsequent 4 weeks to each date you calculate that metric?
I'm probably misunderstanding something again, it seems surprising that a relatively simple metric based on quarterly reported data would correlate well with short-term, i.e. four week, performance.
Jim had a somewhat similar table where he looked at bins of P/B for BRK and showed a relation to long-term CAGRs.

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