folgender Screen erscheint mir interessant:


http://backtest.org/SBT12XQ7bgar4QXp...Ar13Sr26T10UUU
Define {GAR4}
Uses [Timeliness Rank] [Price to Book Value] [Stock Price] [Total Return 4-Week] [Total Return 13-Week] [Total Return 26-Week]
Deblank [Timeliness Rank] [Price to Book Value] [Stock Price] [Total Return 4-Week] [Total Return 13-Week] [Total Return 26-Week]
Keep :[Timeliness Rank]<=2
Keep :[Price to Book Value]<=3
Keep :[Stock Price]>5
Create [PriceRise] :[Total Return 4-Week]*4+[Total Return 13-Week]-[Total Return 26-Week]
Sort Descending [PriceRise]
; Top :10
End


zusätzliche Bedingungen:

Haltedauer 1 Monat
Wert 2 und 3 des Rankings
Kauf am 2. oder 3. Tag des Rankings


Ergebnis:

74 % p.a.

Winning stocks 248
Average gain 13
Losing stocks 151
Average loss -9


Seit 1986 kein negatives Jahr


1986 59 %
1987 76 *
1988 40 *
1989 59 *
1990 229
1991 19 *
1992 100
1993 65 *
1994 88 *
1995 108
1996 118
1997 51
1998 16 *
1999 172
2000 21 *
2001 84 *
2002 60 *