Curated screens 2024-12-31

Investing Strategies Mechanical Investing
1

Here’s our year-end report for 2024. The S&P 500 was up 25.4% in 2024. This follows a return of 26.3% in 2023. So the market is up more than 57% since Jan 1, 2023, which is the best 2-year return since 1997-98.

It’s been very difficult to beat the market, even for professional asset managers, but 5 of our 8 curated screens did it this year: VG-Horse, Up_5X3, Naz_Cons, Liquid_Cons and High_Relative_Value. And 7 of the 8 screens we’re tracking here have beaten the market over the past 10 years.

I hope you have found my updates here helpful. How was your 2024? Please reply in this thread if you have any observations, comments, or questions.

Screen YTD Return 1-yr Return 10 yr CAGR 1 2 3 4 5
High_Relative_Val 26.1 26.1 13.0 BH VEON SBFG VEL FOA
Liquid_Cons 50.9 50.9 19.1 PLTR UAL VST GDDY AVGO
Naz_Cons 33.2 33.2 27.1 TSLA NVDA MSTR AVGO PLTR
ROE_Cash 11.3 11.3 13.3 GM PCAR REGN ISRG WDAY
Up_5% 23.1 23.1 15.3 FOA SEI VSCO SUPV BMA
Up_5X3 31.4 31.4 18.8 FOA FFIC SON SWX MSGE
VG_Horse 83.1 83.1 23.2 CSBR BKTI MHH AENT TKNO
WK__Voom 17.2 17.2 15.9 DLNG MCS WTTR LIND EE
S&P 500 25.4 13.2 13.2
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2

Many thanks for your continued updates - these are very directly helpful and much appreciated!

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Thanks for the excellent update. I used to love VG_Horse in a blend with HRV and a short stint with WK_Voom… alas, the '22 bear was the last straw. These curated screens are an interesting approach to WWL… when small caps turn generally bullish again I will consider restarting a sleeve.

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4

Remind me…what method are you using to generate your listings? They vary quite a bit from the SI Pro rankings listed on Shrewdm.com.

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I’m using the picks as reported by the gtr1 screener itself. So I’m using the same tool for both screening and backtesting to ensure that the backtest results I’m reporting here are accurate.

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