Zacks Research Wizard
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Zacks Research Wizard Questions
What is the back-tested performance and number of stocks returned (max, min, average) of the following portfolio screens?
- 4-week rebalanced Zacks Rank=1
- 1-week rebalanced Zacks Rank=1
- 4-week rebalanced ZR=1 and ZR change (in last month) < 0
- 1-week rebalanced ZR=1 and ZR change (in last month) < 0
- 4-week rebalanced LP, PEG, U&R, and ROE screens combined with ZR=1 only and also each individually with ZR=1. (5 tests)
- Screens without Zacks Rank
- In the name of diversity, can we get similar results without using Zacks Rank by combining any of the Zacks Profit Track criteria?
Zack's Research Wizard interesting ready-made screens
- Big Money: Generates only 3 stocks. With 4 week rebalancing averaged 153.5% 2001, 02, 03, and 04. Win ratio around 70%. With 1 week rebalancing averaged 183% same years with win ratio around 60%.
- Breakouts: Generates 4-5 stocks (or zero). 4 wk. 77% avg. 2001, 02, 03, 04. Win ratio 82%. Max flat period 9 mos. Lost up to 20% without regaining it for 9 mos.
- EPS Growth Past and Present: 60% avg return 2001, 02, 03, 04.
Research Wizard Chalkboard
| Screen Description | HP(w) | Ns | %/yr | Drawdown | Wks flat | Turnover % |
| ZR<=2 PE<15 P/S<0.55 | 1 | 24 | 51.9 | 12.2 | 15 | |
| ZR<=2 PE<10 P/S<0.55 | 1 | 9 | 67.9 | 24 | 22 | |
| ZR<=2 PEG<=0.55 ABR<=2.5 P>5 | 1 | 24 | 45 | 14.6 | 18 | |
| Haws Club 2006-04 (LP, PEG, U&R, ROE, ZR=1) | 4a | 20.5 | 37.9 | 12.6 | 3.5 | 62.8 |
| Haws Club 2006-04 (LP, PEG, U&R, ROE, ZR=1) | 4b | 20.8 | 46.3 | 15.5 | 3.5 | 61.1 |
| Haws Club 2006-04 (LP, PEG, U&R, ROE, ZR=1) | 4c | 21.5 | 33.3 | 14.4 | 5.5 | 63.1 |
| Haws Club 2006-04 (LP, PEG, U&R, ROE, ZR=1) | 4d | 21.3 | 30.6 | 16.6 | 5.0 | 63.8 |
| Haws Club 2006-04 (LP, PEG, U&R, ROE, ZR=1) | 1 | 20.6 | 40.2 | 14.6 | 12 | 32.3 |
| Winning Ways ++ | ||||||
| ROE | ||||||
| Filtered Zacks Rank | ||||||
| U&R | ||||||
| Increasing Cash Flow | ||||||
| Breakouts |