It's been yet another year for our screens and I've done a run of all the screens, holding top five and ten, for various starting years. You can download the summary from summary2008.txt or the ytd2008.zip which contains the raw data used for making the summaries. The summary file contains an explanation, and it looks like this:

SI screens performance 2008-01-01

This report summarizes SI screens performance over all the history in
the backtester. There are three different starting dates;

* 1997-08-31 - The first available data date in the backtester
* 2001-12-28 - The first date lots of new fields became available
               (which quite a few screens use)
* 2003-01-03 - Data resolution changed from monthly to weekly

Where applicable, the numbers represent the average numbers of all
possible starting dates. E.g. a 3 month trading cycle from 1997-08-31
means that a monthly backtest for each starting date from 1997-08-31
was done, and the numbers presented are the averages of those three
runs. Similarily, a 3 months trading cycle starting in 2003-01-03 is
the average of all 12/13 possible starting weeks.

Data from 2003-01-03 to 2008-01-01
/home/sipro/ytd/result-20030103-ytd-f7-h5.txt
                   CA/GS   upr CAGR  GSD  U/D T.o. Cycl
Up5X3               4.20  0.76  105   25   72   60  260
WK_Voom             3.11  0.79  109   35   67   35  260
GSX                 3.07  0.70   86   28   67   56  260
GSX2                2.97  0.71   98   33   67   49  260
BI                  2.81  0.62   76   27   69   58  260
3pt_Relative_Val    2.60  0.61   65   25   64   65  260
Low_Mult            2.56  0.74   82   32   63   47  260
Z26saTA             2.53  0.71   76   30   64   38  260
GS_PCF              2.53  0.59   81   32   68   56  260
High_Relative_Va    2.52  0.59   53   21   64   66  260
Zweig-26            2.36  0.68   85   36   66   27  260

To understand the details you need to decipher the filename. Take the example above: result-20030103-ytd-f7-h5.txt. It means starting date was 20030103. "f7" means "frequency 7" which indicates a holding period of one calendar week. "h5" means holding top 5.

Please also note that the UPR calculations for longer holding periods where the average result for all holding periods are positive can not be done (there is no "downside deviation"), which is flagged as the value 999999.99 .