I am feeling generous today, and decided I would give those in the community a freebie. Even though this isn't even my best screen, this strategy is hot right now and from 1/1/2010 through 4/22/2011 it backtested a coumpounded growth rate of 116.5%, 67% win and -12.6% drawdown on a 1 week hold. I built upon the zacks filtered rank screen and added parameters from the famous Benjaman Graham and Joel Greenblatt (Greenblatts Magic Formula). The additional parameters consist of valuation using EBIT/Enterprise Value and EBIT/Debt & Equity.



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I don't backtest for long periods of time starting years ago, but am more interested in what's working over the past few months.  I also backtest using dates going into market declines to see how the strategies do (they don't do well!).  Varying the price range of the stocks seems to get better results with backtesting.


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