Keelix; Thanks for your “Performance of all screens, up to 2008” this is must have taken many hours of computer time not to mention your time. A couple of questions to verify I’m understanding the results.
Are the results assuming you traded on the same date the SIPro data is from or the next available trading day?
For the period from 8/97 to present in addition to the 28 day cycle you have additional results listed for a 35, 42, 49, 56, . . . 180, 270, 360 day cycles. If the SIPro data is only available monthly from 8/31/97 to 1/3/2003 how do you compute the backtests? Do you pick tickers from the available monthly fundamental data and then use a separate price database to compute the results for periods the SI Pro price data is not available?
Performance of all Screens Data Question
Keelix; Thanks for your “Performance of all screens, up to 2008” this is must have taken many hours of computer time not to mention your time. A couple of questions to verify I’m understanding the results.
Are the results assuming you traded on the same date the SIPro data is from or the next available trading day?
For the period from 8/97 to present in addition to the 28 day cycle you have additional results listed for a 35, 42, 49, 56, . . . 180, 270, 360 day cycles. If the SIPro data is only available monthly from 8/31/97 to 1/3/2003 how do you compute the backtests? Do you pick tickers from the available monthly fundamental data and then use a separate price database to compute the results for periods the SI Pro price data is not available?
Thank you
RAM