No. of Recommendations: 3
LastGood10y is the most recent date that the screen (10 deep, 21 day hold, 0.4% friction) 10-year average total return was higher than a S&P 1500 equal weight benchmark.If you test using Top 5 picks rather than Top 10, and if you use the standard S&P 500 as a benchmark rather than S&P 1500 Equal Weight (which itself has underperformed the S&P 500 over the past 10 years), the results are quite different.
For example, the Shrinkage screen (Top 5) only delivered a CAGR of 5% over the past 10 years, whereas the S&P 500 return in the same period was over 12%. See
discussion.fool.com - Yr backtests on select si pro screensReturns of other well-known SI Pro screens (Top 5) over the past 10 years are given at
discussion.fool.com - Yr backtests on select si pro screens According to the post linked below, there were 7 SI Pro screens that did beat the market during this most recent 10-year period:
discussion.fool.com - Curated screens jan
