Stock screens
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Interesting ready-made screens
- EPS Growth Past and Present: 60% avg return 2001, 02, 03, 04.
Club screens
2005-05-07
(i192=1 And
(
(i5<=15 And i19<=2 And i11>=10 And i11<=20 And i507>=90)Or -- #25 --
(AllUnRankA100(i120)<5 -- #77 --
)Or
(i614=100 And
(
(i5>=5 And i532<=1 And i93>=10)Or -- #21 --
(i532<0.8 And i76<=15)Or -- #32 --
(i551<=0.85) -- #47 --
)
)
)Or
(i192<=2 And
(
(i633>3200 And i551 <=0.85)Or -- #58 --
(i192-1-i92<=1 And AllUnRankA100(i120)<4)Or -- #76 --
(AllUnRankA100(i120)<4) -- #75 --
)
)
)
Backtest notes
| ID | Screen Description | TP | HPw | Ns | YR | DD | MWD | TO |
| 1 | 4-week rebalanced Zacks Rank=1 | 04/02/04-04/21/06 | 4 | 202.3 | 31.1 | 10.1 | 17 | 55.2 |
| 2 | 1-week rebalanced Zacks Rank=1 | 04/02/04-04/21/06 | 1 | 202.3 | 39.5 | 11.3 | 15 | 24.3 |
| 3 | 4-week rebalanced ZR=1 and ZR change (in last week) < 0 | 04/02/04-04/21/06 | 4 | 46 | 40 | 9 | 10 | 95 |
| 4 | 1-week rebalanced ZR=1 and ZR change (in last week) < 0 | 04/02/04-04/21/06 | 4 | 47.7 | 54.1 | 9.1 | 15 | 100 |
| 5 | ZR<=2 PE<15 P/S<0.55 | 3/26/04-4/14/06 | 1 | 24 | 51.9 | 12.2 | 15 | |
| 6 | ZR<=2 PE<10 P/S<0.55 | 3/26/04-4/14/06 | 1 | 9 | 67.9 | 24 | 22 | |
| 7 | ZR<=2 PEG<=0.55 ABR<=2.5 P>5 | 3/26/04-4/14/06 | 1 | 24 | 45 | 14.6 | 18 | |
| 8 | Haws Club 2006-04 (LP, PEG, U&R, ROE, ZR=1) | 3/26/04-4/14/06 | 4 | 20.5 | 37.9 | 12.6 | 14 | 62.8 |
| 9 | Haws Club 2006-04 (LP, PEG, U&R, ROE, ZR=1) | 4/02/04-4/14/06 | 4 | 20.8 | 46.3 | 15.5 | 14 | 61.1 |
| 10 | Haws Club 2006-04 (LP, PEG, U&R, ROE, ZR=1) | 4/09/04-4/14/06 | 4 | 21.5 | 33.3 | 14.4 | 22 | 63.1 |
| 11 | Haws Club 2006-04 (LP, PEG, U&R, ROE, ZR=1) | 4/16/04-4/14/06 | 4 | 21.3 | 30.6 | 16.6 | 20 | 63.8 |
| 12 | Haws Club 2006-04 (LP, PEG, U&R, ROE, ZR=1) | 4/23/04-4/14/06 | 1 | 20.6 | 40.2 | 14.6 | 12 | 32.3 |
| 13 | LP, PEG, ROE, ZR=1 | 4/02/04-4/14/06 | 4 | 13.2 | 39.5 | 10.4 | 16 | 57.5 |
| 14 | LP, PEG, ROE, ZR=1 | 4/02/04-4/14/06 | 1 | 13.4 | 61.5 | 13.4 | 14 | 28.6 |
| 15 | LP, PEG, ROE, ZR=2 | 4/02/04-4/14/06 | 1 | 33.2 | 41.3 | 12.2 | 14.5 | 23.0 |
| 16 | Winning Ways | 4/02/04-4/14/06 | 4 | 5.0 | 37.3 | 10.0 | 16 | 84.6 |
| 17 | Winning Ways | 4/09/04-4/14/06 | 4 | 5.0 | 54.3 | 9.0 | 8 | 78.4 |
| 18 | Winning Ways | 4/16/04-4/14/06 | 4 | 5.0 | 69.0 | 4.6 | 6 | 78.4 |
| 19 | Winning Ways | 4/23/04-4/14/06 | 4 | 5.0 | 40.5 | 7.2 | 5 | 86.4 |
| 20 | Winning Ways | 4/09/04-4/14/06 | 1 | 5.0 | 53.7 | 11.4 | 13 | 50.5 |
| 21 | SoW ROE ZR=1,P>=5,P/S<=1,%SB=100,ROE12>=10 | 4/02/04-4/14/06 | 1 | 3.8 | 116.5 | 16.8 | 14 | 25.6 |
| 22 | Sow ROE | 4/02/04-4/14/06 | 4 | 60-80 | ||||
| 23 | Filtered Zacks Rank | 4/02/04-4/14/06 | 1 | 9.6 | 77.9 | 11.7 | 12 (Starting Sep 05 v. Feb 05 for the other screens.) | 92.7 |
| ID | Screen Description | TP | HPw | Ns | YR | DD | MWD | TO |
| 25 | ZR=1,P<=5,B60m<=2,CP4>=10,CP4<=20,P/Ph52>=90 | 4/02/04-4/14/06 | 1 | 2 | 105.1 | 21.7 | 16 (Starting Aug 05 v. Feb 05 for the other screens.) | 67.9 |
| 26 | 4/02/04-4/14/06 | 1 | 16.2 | 70.2 | 16.2 | 17 | 26.3 | |
| 27 | ZR=1, P/S<0.8, PE-12<=15 | 4/02/04-4/14/06 | 1 | 16.2 | 70.2 | 16.2 | 17 | 26.3 |
| 28 | ZR=1, P/S<0.8, PE-12<=10 | 4/02/04-4/14/06 | 1 | 6.6 | 92.9 | 31.1 | 40 | 28.3 |
| 29 | ZR=1, P/S<0.8, PE-12<=15, ROE12>=10 | 4/02/04-4/14/06 | 1 | 14.6 | 65.1 | 16.1 | 16 | 26.5 |
| 30 | ZR=1, P/S<1, PE-12<=20, ROE12>=12 | 4/02/04-4/14/06 | 1 | 23.9 | 52.7 | 13.5 | 12 | 25.9 |
| 31 | ZR=1,ROE12>=10,%SB=100,P/C<=10 | 4/02/04-4/14/06 | 1 | 2.8 | 93.8 | 20.8 | 16 | 23.5 |
| 32 | ZR=1,P/S<0.8,PE-12<=15,%SB=100 | 4/02/04-4/14/06 | 1 | 1.5 | 113.5 | 13.3 | 9 (plus flat 0 stocks 2005) | 29.7 |
| 33 | ZR=1,P/S<0.8,PE-12<=15,%SB=100 | 4/02/04-4/14/06 | 1 | 1.5 | 113.5 | 13.3 | 9 (plus flat 0 stocks 2005) | 29.7 |
| 34 | ZR=1,%SB=100 | 4/02/04-4/14/06 | 1 | 17.1 | 57.2 | 13.5 | 14 | 25.2 |
| 35 | ZR=1,P/C<=7,%SB=100 | 4/02/04-4/14/06 | 1 | 2.4 | 72.2 | 22.7 | ||
| 36 | ZR=1,P/C,=7.5,%SB=100 | 4/02/04-4/14/06 | 1 | 2.8 | 73.3 | 20.0 | ||
| 37 | ZR=1,P/C>=7.5,%SB=100 Flipped criteria | 4/02/04-4/14/06 | 1 | 11.5 | 52.6 | 11.5 | ||
| 38 | ZR=1,P/C<=10,P/S<=1,%SB=100 | 4/02/04-4/14/06 | 1 | 2.4 | 103.7 | 21.0 | 12 | 25.4 |
| 39 | ZR=1,P/B<=1,%SB=100 | 4/02/04-4/14/06 | 1 | 0.4 | (7.5) | |||
| 40 | ZR=1,P/B<=2,%SB=100 | 4/02/04-4/14/06 | 1 | 5.4 | 50.8 | 16.8 | ||
| 41 | ZR=1,P/B<=2.25,%SB=100 | 4/02/04-4/14/06 | 1 | 6.8 | 61.1 | 16.1 | ||
| 42 | ZR=1,P/B<=2.5,%SB=100 | 4/02/04-4/14/06 | 1 | 8.2 | 59.9 | 15.0 | ||
| 43 | ZR=1,P/B<=3,%SB=100 | 4/02/04-4/14/06 | 1 | 10.3 | 49.4 | 15.1 | ||
| 44 | ZR=1,PEG<=0.55,%SB=100 | 4/02/04-4/14/06 | 1 | 1.5 | 66.9 | 37 | ||
| 45 | ZR=1,PEG<=0.75,%SB=100 | 4/02/04-4/14/06 | 1 | 2.4 | 99.8 | 29.4 | ||
| 46 | ZR=1,PEG<=0.8,%SB=100 | 4/02/04-4/14/06 | 1 | 2.8 | 117.7 | 24.2 | 20 | 29.1 |
| 47 | ZR=1,PEG<=0.85,%SB=100 | 4/02/04-4/14/06 | 1 | 3.4 | 137.7 | 19.6 | 15 | 27.8 |
| 48 | ZR=1,PEG<=0.85 No SB check | 4/02/04-4/14/06 | 1 | 34.9 | 50.9 | 15.3 | 15 | 26.0 |
| 49 | ZR=1,PEG<=0.9,%SB=100 | 4/02/04-4/14/06 | 1 | 3.9 | 104.5 | 19.6 | 19 | 27.2 |
| 50 | ZR=1,PEG<=1,%SB=100 | 4/02/04-4/14/06 | 1 | 4.3 | 80.1 | 22.2 | ||
| ID | Screen Description | TP | HPw | Ns | YR | DD | MWD | TO |
| 51 | ZR=1,S/#A>3200,%SB=100 Neglect ratio | 4/02/04-4/14/06 | 1 | 2.6 | 60.4 | 13.9 | ||
| 52 | ZR=1,S/#A>2500,%SB=100 Neglect ratio | 4/02/04-4/14/06 | 1 | 3.1 | 54.3 | 26.8 | ||
| 53 | ZR=1,MV/#A>1000,%SB=100 Neglect ratio | 4/02/04-4/14/06 | 1 | 4.7 | 36.2 | 25.5 | ||
| 54 | ZR=1,MV/#A>2500,%SB=100 Neglect ratio | 4/02/04-4/14/06 | 1 | 3.1 | 47.8 | 13.3 | ||
| 55 | S/#A>3200,PEG<=0.85 | 4/02/04-4/14/06 | 1 | 28.2 | 49.5 | 10.6 | ||
| 56 | S/#A>3200,PEG<=0.85 Recent performer | 10/21/05-4/21/06 | 1 | 25.9 | 150.9 | 3.2 | 3 | 8.7 |
| 57 | ZR<=2,S/#A>3200,PEG<=0.85 | 4/02/04-4/14/06 | 1 | 9.2 | 55.9 | 15.0 | ||
| ID | Screen Description | TP | HPw | Ns | YR | DD | MWD | TO |
| 58 | ZR<=2,S/#A>3200,PEG<=0.85 Recent performer | 10/07/05-4/14/06 | 1 | 8.8 | 179.0 | 5.1 | ||
| 59 | ZR=1,PEG<=0.85,P/C<=25,%SB=100 | 4/02/04-4/14/06 | 1 | 2.4 | 147.8 | 25 | 20 | |
| 60 | ZR=1,PEG<=0.85,P/C<=30,%SB=100 | 4/02/04-4/14/06 | 1 | 2.6 | 155.8 | 19.1 | 16 | 29.7 |
| 61 | ZR=1,PEG<=0.85,P/C<=30,P/B<=5,%SB=100 P/B no help | 4/02/04-4/14/06 | 1 | 2.5 | 151.7 | 19.1 | 16 | 29.3 |
| 62 | ZR=1,PEG<=0.85,P/C<=35,%SB=100 | 4/02/04-4/14/06 | 1 | 2.7 | 153.5 | 19.1 | 15 | 29.9 |
| 63 | ZR=1,PEG<=0.85,P/C<=35,ROE12>=5,%SB=100 | 4/02/04-4/14/06 | 1 | 2.7 | 156.7 | 19.1 | 14 | 27.2 |
| 64 | ZR<=2,P/S<0.5,ABR<2,V>=50k,%CP24=T20,%CP12=T10,%CP4=T8 | 4/02/04-4/21/06 | 1 | 3.7 | 85.6 | 17.5 | 14 | 40.1 |
| 65 | P/S<0.5,ABR<2,V>=50k,%CP24=T20,%CP12=T10,%CP4=T3 | 4/02/04-4/21/06 | 1 | 3.0 | 91.5 | 23.0 | 25 | 49.8 |
| 66 | P/S<0.5,ABR<2,%CP24=T20,%CP12=T10,%CP4=T3 | 4/02/04-4/21/06 | 1 | 3.0 | 130.4 | 27.0 | 20 | 50.5 |
| 67 | P/S<0.5,%CP24=T20,%CP12=T10,%CP4=T3 | 4/02/04-4/21/06 | 1 | 3.0 | (11) | |||
| 68 | ZR=1,%CP1=B2% | 4/02/04-4/21/06 | 1 | 3.6 | 97.5 | 22.1 | 18 | 97.3 |
| 69 | ZR=1,%CP1=B2% | 4/02/04-4/21/06 | 1 | 1.6 | 200.6 | 48.2 | 40 | 99.1 |
| 70 | ZR=1,ZRC1<=1,%CP1=B10% | 4/02/04-4/21/06 | 1 | 1.6 | 120.0 | 17.7 | 20 | 100 |
| 71 | ZR=1,ZRC1<=1,%CP1=B12% | 4/02/04-4/21/06 | 1 | 4.8 | 119.9 | 14.3 | 17 | 100 |
| 72 | ZR<=2,ZRC1<=1,%CP1=B12% | 4/02/04-4/21/06 | 1 | 18.8 | 52.4 | 19.0 | 14 | 99.9 |
| 73 | ZR<=2,ZRC1<=1,%CP1=B6% | 4/02/04-4/21/06 | 1 | 9.5 | 53.6 | 25.8 | 30 | 100.0 |
| 74 | ZR<=2,ZRC1<=1,%CP1=B2% | 4/02/04-4/21/06 | 1 | 3.3 | 152.8 | 36.5 | 25 | 100.0 |
| 75 | ZR<=2,AllUnRankA100(i120)<4(%CP1=B2%) | 4/02/04-4/21/06 | 1 | 4.0 | 223.5 | 25.7 | 25 | 98.7 |
| 76 | ZR<=2,ZRC1<=1,AllUnRankA100(i120)<=3(%CP1=B3%) | 4/02/04-4/21/06 | 1 | 3.5 | 303.8 | 25.7 | 24 | 98.9 |
| 77 | ZR=1,AllUnRankA100(i120)<4 | 4/02/04-4/21/06 | 1 | 1.0 | 150.1 | 34 | 30 | 101.8 |
| 78 | 25, 69, 21, 32, 47, 75, or 76 | 4/02/04-4/21/06 | 1 | 4.3 | 121.4 | 18 | 15 | 46.7 |
| 79 | 21, 32, 60, or 76 | 4/02/04-4/21/06 | 1 | 4.5 | 131.4 | 17.7 | 24 | 44.9 |
| 80 | 21, 32, 60, or 75 | 4/02/04-4/21/06 | 1 | 4.6 | 133.4 | 17.7 | 24 (but see chart) | 45.0 |
| 81 | ZR<=2,ZRC1>=-1(Anything but a major improvement),AllUnRankA100(i120)<=2(%CP1=B2%) | 4/02/04-4/21/06 | 1 | 1.8 | 358.8 | 35.7 | 38 | 99.3 |
| 82 | ZR<=2,ZRC1>=-1,AllUnRankA100(i120)<=2(%CP1=B2%) Dogged (Bot2%) ZR stalwarts (2wk) | 4/09/04-4/28/06 | 1 | 1.8 | 398.1 | 35.7 | 38 | 99.3 |
| 83 | ZR<=2,AllUnRankA100(i120)<=2 Dogged ZR winners | 4/09/04-4/28/06 | 1 | 1.8 | 393.4 | 36.1 | 38 | 99.3 |