As of Thursday’s close, only 5 of the 8 screens we’re tracking here have managed to beat the S&P 500’s 25% return over the past 12 months. 6 of the 8 screens are significantly beating the market over the past 10 years. The other 2 are basically even with the market over that period.
For consistency, I’m using gtr1 for both screening and backtesting. If I had used the SI Pro software to report screen picks (the methodology used on the shrewd board), then the back test results below would be wrong. So I’ve decided to show the picks here as screened by gtr1 in order to report accurate performance numbers.
| Screen | YTD Return | 1-yr Return | 10 yr CAGR | 1 | 2 | 3 | 4 | 5 |
|---|---|---|---|---|---|---|---|---|
| High_Relative_Val | 25.0 | 25.3 | 13.2 | FISI | SBFG | ODC | BH | VEON |
| Liquid_Cons | 48.6 | 50.8 | 18.9 | PLTR | UAL | VST | TRGP | GDDY |
| Naz_Cons | 33.9 | 33.9 | 27.0 | NVDA | TSLA | AAPL | GOOGL | APP |
| ROE_Cash | 11.2 | 12.7 | 13.2 | GOOGL | GM | PCAR | LEN | ISRG |
| Up_5% | 18.6 | 19.4 | 15.2 | FOA | SEI | GGAL | CXW | EAT |
| Up_5X3 | 27.1 | 30.1 | 18.8 | FOA | EXFT | CVEO | NWPX | QUAD |
| VG_Horse | 77.5 | 85.1 | 23.2 | TATT | MHH | UI | CCRD | VLGEA |
| WK__Voom | 15.5 | 16.3 | 15.9 | LIND | MCS | EE | SXC | CNK |
| S&P 500 | 24.7 | 24.8 | 13.1 |