Does anyone know who invented the SI Pro Screen Zweig-26? This question is for them: Why is the field “[EPS DC-Growth from Q6-Q8 to Q2-Q4]” not deblanked? This past week LUNMF qualified as the top pick. It would not have qualified at all had that field been deblanked. I ask because the Radiscreen program that I use each week to generate the SI Pro picks needs to be modified if that field requires deblanking.
Larry
Does anyone know who invented the SI Pro Screen Zweig-26?
The Zweig Martin Screen was one of the earliest AAII screens. Way back in 7/2002 DrBob2 in post 129802 manually backtested Zweig-RS26. Back then he was using RS26 as a final sort to limit the final number of picks. I know I actually ran this back the and for a while it was profitable.
In 2004 I was using this and reported post discovery return in 2003 of 85.5% for Zweig!
A good example of a screen that worked until it didn’t.
The AAII definition without RS26:
EPS Dil Cont-Growth from Q5 > 0
And EPS Dil Cont-Growth from Q6 > 0
And EPS Dil Cont-Growth from Q7 > 0
And EPS Dil Cont-Growth from Q8 > 0
And Sales-Growth from Q5 to Q1 > 0
And Sales-Growth from Q5 to Q1 > Sales-Growth from Q6 to Q2
And EPS-Diluted Continuing 12m >= EPS-Diluted Continuing Y1
And EPS-Diluted Continuing Y1 > EPS-Diluted Continuing Y2
And EPS-Diluted Continuing Y2 > EPS-Diluted Continuing Y3
And EPS Dil Cont-Growth 3yr >= 15
And Sales-Growth 3yr >= 15
And ( EPS Dil Cont-Growth from Q5 > EPS DC-Growth from Q6-Q8 to Q2-Q4
Or EPS Dil Cont-Growth from Q5 >= 30
And EPS Dil Cont-Growth from Q5 >= EPS Dil Cont-Growth 3yr
And PE > 5
And PE < 1.5 Median PE
And Relative Strength 26 week > 0
And ADR/ADS Stock Is False
And Industry Not Equal 55501040
And Industry Not Equal 55501030
And Industry Not Equal Investment Holding Companies
And Industry Not Equal REITs - Commercial
And Industry Not Equal REITs - Diversified
And Industry Not Equal REITs - Specialized
And Industry Not Equal REITs - Residential
And % Rank-Volume—Average Monthly 3m >= Industry % Rank-Volume—Average Monthly 3m
The first RadiScript definitions as of 12/2003 from Fireballs:
Define {Zweig-26}
Uses [SI Exchange] [SI EPS Dil Cont-Growth from Q5 to Q1] [SI EPS Dil Cont-Growth from Q6 to Q2] [SI EPS Dil Cont-Growth from Q7 to Q3] [SI EPS Dil Cont-Growth from Q8 to Q4] [SI Sales-Growth from Q5 to Q1] [SI Sales-Growth from Q6 to Q2] [SI EPS-Diluted Continuing 12m] [SI EPS-Diluted Continuing Y1] [SI EPS-Diluted Continuing Y2] [SI EPS-Diluted Continuing Y3] [SI EPS Dil Cont-Growth 3yr] [SI Sales-Growth 3yr] [SI EPS Dil Cont-Growth from Q5 to Q1] [SI EPS DC-Growth from Q6-Q8 to Q2-Q4] [SI PE] [SI Relative Strength 26 week] [SI ADR/ADS Stock] [SI Industry] [SI % Rank-Volume–Average Monthly 3m] [SI Price Change 26 week]
Deblank [SI EPS Dil Cont-Growth from Q5 to Q1] [SI EPS Dil Cont-Growth from Q6 to Q2] [SI EPS Dil Cont-Growth from Q7 to Q3] [SI EPS Dil Cont-Growth from Q8 to Q4] [SI Sales-Growth from Q5 to Q1] [SI Sales-Growth from Q6 to Q2] [SI EPS-Diluted Continuing 12m] [SI EPS-Diluted Continuing Y1] [SI EPS-Diluted Continuing Y2] [SI EPS-Diluted Continuing Y3] [SI EPS Dil Cont-Growth 3yr] [SI Sales-Growth 3yr] [SI EPS Dil Cont-Growth from Q5 to Q1] [SI PE]
Keep :[SI EPS Dil Cont-Growth from Q5 to Q1]>0
Keep :[SI EPS Dil Cont-Growth from Q6 to Q2]>0
Keep :[SI EPS Dil Cont-Growth from Q7 to Q3]>0
Keep :[SI EPS Dil Cont-Growth from Q8 to Q4]>0
Keep :[SI Sales-Growth from Q5 to Q1]>0
Keep :[SI Sales-Growth from Q5 to Q1]>[SI Sales-Growth from Q6 to Q2]
Keep :[SI EPS-Diluted Continuing 12m]>=[SI EPS-Diluted Continuing Y1]
Keep :[SI EPS-Diluted Continuing Y1]>[SI EPS-Diluted Continuing Y2]
Keep :[SI EPS-Diluted Continuing Y2]>[SI EPS-Diluted Continuing Y3]
Keep :[SI EPS Dil Cont-Growth 3yr]>=15
Keep :[SI Sales-Growth 3yr]>=15
Keep :OR([SI EPS Dil Cont-Growth from Q5 to Q1]>[SI EPS DC-Growth from Q6-Q8 to Q2-Q4],[SI EPS Dil Cont-Growth from Q5 to Q1]>=30)
Keep :[SI EPS Dil Cont-Growth from Q5 to Q1]>=[SI EPS Dil Cont-Growth 3yr]
Keep :[SI PE]>5
Keep :[SI PE]<1.5*MEDIAN([[SI PE]])
Deblank [SI Exchange] [SI Relative Strength 26 week] [SI ADR/ADS Stock] [SI Industry] [SI % Rank-Volume–Average Monthly 3m] [SI Price Change 26 week]
Keep :[SI Relative Strength 26 week]>0
Keep :[SI Exchange]<>“O-Overthecounter”
Keep :[SI ADR/ADS Stock]=“F”
Keep :AND([SI Industry]<>“0721-Misc.FinancialServices”,[SI Industry]<>“0933-RealEstateOperations”)
Keep :[SI % Rank-Volume–Average Monthly 3m]>=25
Sort Descending [SI Price Change 26 week]
; Top :5
End
The original AAII using SIPro doesn’t use blanking but it probably wouldn’t hurt. But my 2 cents is that Zweig screen has died.
RAMc