Over on shrewdm, I see that RAMc has posted gtr1 URLs for the ROE_Cash and YldEarnYear_SI screens. I modified these screens to hold the top 5 stocks (rather than top 10), and backtested them. Here’s the 10-year results table with these 2 screens added.
YldEarrnYear_SI (Top 5) gtr1 screen
| Screen | 10-yr CAGR | MDD | LDDD3 |
|---|---|---|---|
| Up5X3 | 15.8 | -57 | 14.5 |
| WK_Voom | 15.8 | -44 | 11.4 |
| VG_Horse | 15.4 | -54 | 14.6 |
| Tech_Growers | 14.8 | -79 | 29.7 |
| ROE_Cash | 13.6 | -35 | 8.6 |
| Up_5% | 13.4 | -62 | 15.6 |
| High_Rel_Value | 12.2 | -47 | 12.5 |
| S&P 500 | 12.1 | -33 | 6.77 |
| Value_at_Top | 9.2 | -52 | 15.7 |
| LowPS+ | 8.7 | -71 | 20.5 |
| YldEarnYear_SI | 8.5 | -58 | 16.7 |
| 3pt_Rel_Value | 7.3 | -54 | 17 |
| Silver_Parachute | 7 | -72 | 23.5 |
| RS_100 | 6.8 | -54 | 17.2 |
| GS_Mungo | 6.2 | -50 | 16 |
| P/S_I_Love_You | 6.2 | -64 | 18.2 |
| Blue_Skies | 5.5 | -62 | 19 |
| Net_Nets_Graham | 2.4 | -74 | 34 |
| PIH_Naked | -9.9 | -89 | 36 |
Note that the latest ROE_Cash screen (boris version) has the following top 5 picks: GOOGL MSFT META TSLA CSCO These are some of the largest megacap companies in the US stock market.
They’re on the opposite side of the spectrum compared to the traditional small cap screens we’ve been tracking over the years.