Greenblatt's Little Book That Beats The Market Message Board

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Strategies & Market Trends : Greenblatt's Little Book That Beats The Market

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To: Paul Senior who wrote (123)	12/25/2006 2:26:11 PM
From: Shane M	of 218

Paul, looks like you did well sorting through the options available to you though. I'll take that performance just about any year. Here's a sample test I setup 2-28-06 on marketocracy. I posted somewhere on the thread what stocks were intended to put in here in a static portfolio and just let it ride. I probably had to deviate a tad due to liquidity in some of the small caps, but should've been pretty close match not counting mergers/buyouts that may have occurred in interim. (Note it's not been a full 12 months yet and these portfolios were trying a different set of tests prior to the 2-28-06 test startdate) I had a bias to higher ROE and higher Return on total capital stocks in my picks so that could've screwed up the results. SVA - Mid and Small cap blend test marketocracy.com AEOS 76.2% DECK 64.5% TNH 48.1% MVL 48.0% RNWK 39.9% POS 24.7% RCNI 19.2% ACTS 17.5% PPD 8.8% DWA 8.4% DPZ 7.4% KSWS 7.3% XJT 3.8% RS 0.0% LSS -3.7% THO -3.7% IPS -5.2% PII -7.6% TBL -9.3% ENDP -13.3% FRO -17.0% GAP -18.7% PSUN -18.8% CECO -19.1% NX -19.5% NWY -20.9% HW -27.4% TUES -29.3% ELNK -29.6% BLG -29.9% SVB - Large and Medium Cap Blend marketocracy.com AEOS 76.2% MVL 48.0% UST 45.3% PCU 34.1% HOG 31.8% NUE 27.6% BTI 18.2% AZO 17.9% AZN 16.3% AVP 15.1% ACN 10.9% DWA 8.4% DPZ 7.4% MMM 6.2% ANF 5.2% FCX 5.1% LSS -3.7% THO -3.7% IPS -5.2% PII -7.6% TBL -9.3% ENDP -13.3% FRO -17.0% PSUN -18.8% NX -19.5% CECO -24.4% HW -36.5% FDG -43.3% SVC - smaller cap test marketocracy.com IIG 167.5% DECK 64.5% TNH 48.1% RNWK 39.9% POS 24.7% AMPH 21.6% RCNI 19.2% ACTS 17.5% SVL 14.3% MTEX 10.1% UNTD 8.8% PPD 8.8% KSWS 7.3% HFIT 5.6% XJT 3.8% RS 0.0% STLD 0.0% WLDA -1.9% AMPX -2.8% DLX -4.0% IIN -12.0% GAP -18.7% NWY -20.9% TUES -29.3% ELNK -29.6% BLG -29.9% FORD -53.0% CESV -98.7% Overall, nothing particularly appealing to me with the bulk approach used above. I'm doing still considerably better with the growth oriented Buffettology approaches I've been using for about the past 4-5 years. Shane

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