Jamie Gritton's Backtest.org - Missing Models?

Greetings everyone. I’ve been gone a LONG time and recently pulled up backtest.org (Jamie Gritton’s site). I noticed a lot of the models are no longer options to select. Ones like, TREPPE, YLDEARNYEAR, RS26WK, etc. Does anyone know why those models have been removed from his backtest site?

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Jamie thought that discretion was the better part of valor and discontinued working with screens based on Lord Voldemort. His current backtester used SIPro based screens.



I’m not following - so Value Line based screens fell out of favor?

IIRC, Jamie got a cease and desist letter from their lawyers.


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Yep, I ceased and I desisted. It was not only a loss for my backtester and the MI community, but an own-goal for Value Line. The MI screens can’t have been a huge lead generator, but it definitely was one.

GTR1 has the the problem. Value Line screens are off of there for the same reason (my cease-and-desist, not waiting for Robbie to get his own).


Thanks for the info – and also, thanks for all you have done and continue to do for the MI community!


Good to see you on the “new” free fool boards, Jamie!


Does anyone know why the difference in results on backtest.org vs GTR1? Specifically, I was looking at Nets-nets-grahmafied. From 2015 through 2021 it had a GAGR of 24% on backtest.org, and about 11.5% on GTR1 (hold 10). That’s not a small difference!

If I recall correctly, one of the big differences is that backrest.org is 1 datapoint per month whereas GTR1 is an average of all start days. I’m sure there are other differences too.


John, backtest.org is limited to being a monthly-start backtester only. Also, it can only test the predefined screens from the StockInvestorPro database. Except for blends and screens of screens, no customization is possible.

GTR1 is an order of magnitude more advanced, with tens of features that have a significant learning curve. But the most important feature is that it’s got daily prices for every stock in every exchange that Robbie loads back to the dawn of history for each exchange.

So when you run a backtest in backtest.org, it’s from one defined Friday (or Monday I forget which) close to one month later’s close. That’s it. GTR1 is testing every possible start date from the date you start, appropriate to the holding period you choose and includes lag. This daily start eliminates the variability - luck - and inaccuracy from a single-day-a-month start.

When you read through the archives about old screens being “torpedoed”, it’s because the backtested CAGR coming from backtest.org’s monthly starts were proved to be statistically false by GTR1’s daily starts.



Thank you for the detailed response. Very helpful!

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Thanks for that response F.Circus!