All Investable Stock Screen Backtest

Tobias CarlisleStudy10 Comments

Updated November 29, 2017 Since the last update in July 26, 2016, the screen had a strong finish to end the 2016 year up 29.1 percent, handily beating out the Russell 3000’s 12.2 percent by 16.9 percent. 2017 to date has been less pleasant. For the year, the All investable Screen has gone backwards, down -6.6 percent, and underperforming the … Read More

Large Cap 1000 Stock Screen Backtest

Tobias CarlisleStudy11 Comments

Updated November 29, 2017 Since the last update in July 26, 2016, the screen had a strong finish to end the 2016 year up 27.4 percent, handily beating out the Russell 1000’s 15.1 percent by 12.3 percent. 2017 to date has seen continued large cap strength. For the year, the Large Cap Screen’s 18.8 percent has outperformed the Russell 1000’s … Read More

Small and Micro Cap Stock Screen Backtest

Tobias CarlisleStudy8 Comments

Updated November 29, 2017 Since the last update in July 26, 2016, the screen had a strong finish to end the 2016 year up 35.5 percent, handily beating out the Russell 3000’s 12.2 percent by 20.4 percent. 2017 to date has been weaker. For the year, the Small and Micro Screen gained 12.0 percent, underperforming the Russell 3000’s strong 16.9 … Read More