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Strategies & Market Trends : Value Investing -- Ignore unavailable to you. Want to Upgrade?


To: Madharry who wrote (25851)1/28/2007 12:45:37 PM
From: Steve Felix  Respond to of 78748
 
99 36.6%
00 38%
01 54%
02 20.5%
03 79%
04 -3.8%
05 24.1%
06 29.5%

From AAII:

"Recently, O'Neil extended his analysis of past market winners to 600 companies that performed strongly from 1953 to 2001 and revised a number of CAN SLIM criteria. The third edition of "How to Make Money in Stocks" was published last year and presents the revised CAN SLIM rules"

Where the backtesting starts, I don't know.

O'neils Canslim Revised Third Edition Screen:

99 59%
00 96.3%
01 33.4%
02 -10.3%
03 74.7%
04 -2.6%
05 -1.0%
06 -5.4%

With a 25% difference in 2005 and 34% difference in 2006 these portfolios appear to be completely different animals.