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Strategies & Market Trends : Shorting stocks: Broken stocks - Analysis
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To: Vol who wrote (2212)4/18/1999 2:02:00 PM
From: Vol  Read Replies (1) of 2506
 
QI Large Cap Shorting Screen

Rule1=PriceTrading > 10
Rule2=AvgVolume6WTrading highest% 80
Rule3=PBook.FY > 3
Rule4=OpercashFlow.FY < 0
Rule5=RelStr < 20
Rule6=MCap.FY highest 5

52 week hold, April start, 12 week lag
Stocks, no ADRs, all companies

Date return/vs S&P/#total/#losers/ %losers
1 1998 Apr -27.6% -42.8% 5 3 60.0%
2 1997 Apr -2.4% -50.5% 5 3 60.0%
3 1996 Apr -18.0% -33.6% 5 3 60.0%
4 1995 Apr 13.0% -16.6% 5 2 40.0%
5 1994 Apr -17.4% -29.7% 5 3 60.0%
6 1993 Apr 6.0% +5.0% 5 2 40.0%
7 1992 Apr -56.0% -65.9% 5 5 100.0%
8 1991 Apr -10.0% -17.0% 4 2 50.0%
9 1990 Apr -11.8% -22.2% 3 3 100.0%
10 1989 Apr -42.3% -56.8% 4 4 100.0%
11 1988 Apr 10.9% -3.0% 4 1 25.0%
12 1987 Apr -7.8% +6.1% 5 4 80.0%
13 1986 Apr -21.0% -52.4% 5 3 60.0%
14 1985 Apr 6.0% -21.7% 5 3 60.0%
15 Compound -15.2% -30.2%
16 Mean -12.7% -28.6% 5 3 63.9%
17 StdDev 19.9% 22.9%

Notes:
5 stocks not always picked, but have been since 1991. Underperformed
the S&P by 28.6% with relatively low StDev.
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