Keelix, I have generated the exact screens used by AAII but I can't seem to even come close to duplicating their results ( O'Neil and O'Shaugnessy). I realize that they rebalance on a monthly basis versus every 28 days but even so I would think I should come close to matching their results. Any thoughts?? Also, I can't seem to figure why this screen won't work - it seems to hang up on this formula [SI % Rank-Rel Strength 52 week] - any ideas???
Define {Small Cap Growth and Value}
Uses [SI Relative Strength 13 week] [SI Relative Strength 26 week] [SI Country] [SI Exchange] [SI Market Cap Q1] [SI Price/Sales] [SI EPS-Growth 12m] [SI % Rank-Rel Strength 52 week] [SI Sales-Growth 12m]
Deblank [SI Relative Strength 13 week] [SI Relative Strength 26 week] [SI Country] [SI Exchange] [SI Market Cap Q1] [SI Price/Sales] [SI EPS-Growth 12m] [SI % Rank-Rel Strength 52 week] [SI Sales-Growth 12m]
;
Keep:[SI Relative Strength 13 week]>AVERAGE([SI Relative Strength 13 week])
Keep:[SI Relative Strength 26 week]>AVERAGE([SI Relative Strength 26 week])
Keep:[SI Country]="UnitedStates"
Keep:[SI Exchange]<>"O"
Keep:[SI Market Cap Q1]>=200
Keep:[SI Market Cap Q1]<=2000
Keep:[SI Price/Sales]<1.5
Keep:[SI EPS-Growth 12m]>0
Keep:[SI % Rank-Rel Strength 52 week]>=85
Sort Descending [SI Sales-Growth 12m]
Top:5
End
Thanks
Try this: Define {Small
Try this:
Define {Small Cap Growth and Value} Uses [SI Relative Strength 13 week] [SI Relative Strength 26 week] [SI Country] [SI Exchange] [SI Market Cap Q1] [SI Price/Sales] [SI E\ PS-Growth 12m] [SI % Rank-Rel Strength 52 week] [SI Sales-Growth 12m] Deblank [SI Relative Strength 13 week] [SI Relative Strength 26 week] [SI Country] [SI Exchange] [SI Market Cap Q1] [SI Price/Sales] [S\ I EPS-Growth 12m] [SI % Rank-Rel Strength 52 week] [SI Sales-Growth 12m] ; Set [avg13w] : AVERAGE([[SI Relative Strength 13 week]]) Set [avg26w] : AVERAGE([[SI Relative Strength 26 week]]) Keep:[SI Relative Strength 13 week]>[avg13w] Keep:[SI Relative Strength 26 week]>[avg26w] Keep:[SI Country]="UnitedStates" Keep:[SI Exchange]<>"O" Keep:[SI Market Cap Q1]>=200 Keep:[SI Market Cap Q1]<=2000 Keep:[SI Price/Sales]<1.5 Keep:[SI EPS-Growth 12m]>0 Keep:[SI % Rank-Rel Strength 52 week]>=85 Sort Descending [SI Sales-Growth 12m] Top:5 EndYour AVERAGE statement tried to take the average on a single value, and then required that the average itself was bigger than itself. No picks qualify for that.
Screen Results vs AAII
Are these rules for the AAII website?
How are you able to run a screen mid-week and get different results than on the Friday test run? Example 3-28-2008 vs 3-31-2008 SI Pro picks.
Example:
Zweig-26 picks for 3-28-08: ARO WW NGS WFR KAI
Zweig-26 picks for 3-31-08: ARO WW NGS WFR AEHR
I am looking to run this screen on the end of the month, 30th or 31st. Then buy on the 1st of the following month. How can I do that on my own? I have SI Pro.
Thanks,
David
financial market research
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