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Profile: thausner
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User Name: thausner
Groups: Member, TeleChart
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Joined: Thursday, November 30, 2006
Last Visit: Monday, November 3, 2008 2:05:30 AM
Number of Posts: 11
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Last 10 Posts
Topic: setting up screens
Posted: Monday, December 3, 2007 8:56:49 PM
reposting as I did not get a response, would appreciate a response as to why not. 


Am new to blocks. want to set up screens and backtest over 20 years. would appreciate advise on the the three following screens from aaii.

Tiny Titans:

  • Companies not based in the United States are excluded
  • Companies that trade on the over-the-counter market are excluded
  • Market capitalization for the latest fiscal quarter (Q1) is greater than or equal to $25 million and is less than or equal to $250 million
  • The price-to-sales ratio is less than one
  • The final results are the 25 companies with the highest relative price strength over the last 52 weeks

Small Cap Growth and Value:

  • Companies not based in the United States are excluded
  • Companies that trade on the over-the-counter market are excluded
  • Market capitalization for the latest fiscal quarter (Q1) is greater than or equal to $200 million and less than or equal to $2 billion
    • 2006 is the base year; for each year thereafter, adjust for inflation by increasing the lower and upper range by 3%
  • The price-to-sales ratio is less than 1.5
  • Earnings per share growth for the last 12 months (12m) is positive
  • Relative price strength over the last 13- and 26-week periods is greater than the database average for both periods
  • The final results are the 25 companies with the highest relative price strength over the last 52 weeks

 

 

 

Using the Martin Zweig Approach

 

Screening Criteria

  • Same-quarter growth in fully diluted earnings from continuing operations between the last fiscal quarter (Q1) and the same quarter one year prior (Q5) is positive
  • Same-quarter growth in fully diluted earnings from continuing operations between the fiscal quarter one quarter ago (Q2) and the same quarter one year prior (Q6) is positive
  • Same-quarter growth in fully diluted earnings from continuing operations between the fiscal quarter two quarters ago (Q3) and the same quarter one year prior (Q7) is positive
  • Same-quarter growth in fully diluted earnings from continuing operations between the fiscal quarter three quarters ago (Q4) and the same quarter one year prior (Q8) is positive
  • Same-quarter growth in sales between the last fiscal quarter (Q1) and the same quarter one year prior (Q5) is positive
  • Same-quarter growth in sales between the last fiscal quarter (Q1) and the same quarter one year prior (Q5) is greater than the same-quarter growth in sales between the fiscal quarter one quarter ago (Q2) and the same quarter one year prior (Q6)
  • The current (12m) fully diluted earnings from continuing operations is greater than or equal to the fully diluted earnings from continuing operations for the last fiscal year (Y1)
  • The fully diluted earnings from continuing operations for the last fiscal year (Y1) is greater than the fully diluted earnings from continuing operations from two years ago (Y2)
  • The fully diluted earnings from continuing operations from two years ago (Y2) is greater than the fully diluted earnings from continuing operations from three years ago (Y3)
  • The annualized growth rate in fully diluted earnings from continuing operations over the last three years (3yr) is greater than or equal to 15%
  • The annualized growth rate in sales over the last three years (3yr) is greater than or equal to 15%
  • Same-quarter growth in fully-diluted earnings from continuing operations between the last fiscal quarter (Q1) and the same quarter one year prior (Q5) is greater than the growth rate in fully diluted earnings from continuing operations between the sum total of the prior three fiscal quarters (Qs 2-4) and the same three quarters one year ago (Qs 6-8) OR the same-quarter growth in fully-diluted earnings from continuing operations between the last fiscal quarter (Q1) and the same quarter one year prior (Q5) is greater than or equal to 30%
  • Same-quarter growth in fully-diluted earnings from continuing operations between the last fiscal quarter (Q1) and the same quarter one year prior (Q5) is greater than the growth rate in fully diluted earnings from continuing operations over the last three years (3yr)
  • The price-earnings ratio is greater than 5 but less than 1.5 times the median price-earnings ratio for the entire Stock Investor database
  • The relative price strength over the last 26 weeks is positive
  • Those companies that are American Depository Receipts (ADRs) are excluded
  • Those companies that are part of the Miscellaneous Financial Services and Real Estate Operations industries are excluded
  • The average trading volume for the last three months ranks in the top 75% of the entire Stock Investor database

  
Topic: setting up screens
Posted: Thursday, November 29, 2007 4:09:46 PM
Am new to blocks. want to set up screens and backtest over 20 years. would appreciate advise on the the three following screens from aaii.

Tiny Titans:

  • Companies not based in the United States are excluded
  • Companies that trade on the over-the-counter market are excluded
  • Market capitalization for the latest fiscal quarter (Q1) is greater than or equal to $25 million and is less than or equal to $250 million
  • The price-to-sales ratio is less than one
  • The final results are the 25 companies with the highest relative price strength over the last 52 weeks

Small Cap Growth and Value:

  • Companies not based in the United States are excluded
  • Companies that trade on the over-the-counter market are excluded
  • Market capitalization for the latest fiscal quarter (Q1) is greater than or equal to $200 million and less than or equal to $2 billion
    • 2006 is the base year; for each year thereafter, adjust for inflation by increasing the lower and upper range by 3%
  • The price-to-sales ratio is less than 1.5
  • Earnings per share growth for the last 12 months (12m) is positive
  • Relative price strength over the last 13- and 26-week periods is greater than the database average for both periods
  • The final results are the 25 companies with the highest relative price strength over the last 52 weeks

 

 

 

Using the Martin Zweig Approach

 

Screening Criteria

  • Same-quarter growth in fully diluted earnings from continuing operations between the last fiscal quarter (Q1) and the same quarter one year prior (Q5) is positive
  • Same-quarter growth in fully diluted earnings from continuing operations between the fiscal quarter one quarter ago (Q2) and the same quarter one year prior (Q6) is positive
  • Same-quarter growth in fully diluted earnings from continuing operations between the fiscal quarter two quarters ago (Q3) and the same quarter one year prior (Q7) is positive
  • Same-quarter growth in fully diluted earnings from continuing operations between the fiscal quarter three quarters ago (Q4) and the same quarter one year prior (Q8) is positive
  • Same-quarter growth in sales between the last fiscal quarter (Q1) and the same quarter one year prior (Q5) is positive
  • Same-quarter growth in sales between the last fiscal quarter (Q1) and the same quarter one year prior (Q5) is greater than the same-quarter growth in sales between the fiscal quarter one quarter ago (Q2) and the same quarter one year prior (Q6)
  • The current (12m) fully diluted earnings from continuing operations is greater than or equal to the fully diluted earnings from continuing operations for the last fiscal year (Y1)
  • The fully diluted earnings from continuing operations for the last fiscal year (Y1) is greater than the fully diluted earnings from continuing operations from two years ago (Y2)
  • The fully diluted earnings from continuing operations from two years ago (Y2) is greater than the fully diluted earnings from continuing operations from three years ago (Y3)
  • The annualized growth rate in fully diluted earnings from continuing operations over the last three years (3yr) is greater than or equal to 15%
  • The annualized growth rate in sales over the last three years (3yr) is greater than or equal to 15%
  • Same-quarter growth in fully-diluted earnings from continuing operations between the last fiscal quarter (Q1) and the same quarter one year prior (Q5) is greater than the growth rate in fully diluted earnings from continuing operations between the sum total of the prior three fiscal quarters (Qs 2-4) and the same three quarters one year ago (Qs 6-8) OR the same-quarter growth in fully-diluted earnings from continuing operations between the last fiscal quarter (Q1) and the same quarter one year prior (Q5) is greater than or equal to 30%
  • Same-quarter growth in fully-diluted earnings from continuing operations between the last fiscal quarter (Q1) and the same quarter one year prior (Q5) is greater than the growth rate in fully diluted earnings from continuing operations over the last three years (3yr)
  • The price-earnings ratio is greater than 5 but less than 1.5 times the median price-earnings ratio for the entire Stock Investor database
  • The relative price strength over the last 26 weeks is positive
  • Those companies that are American Depository Receipts (ADRs) are excluded
  • Those companies that are part of the Miscellaneous Financial Services and Real Estate Operations industries are excluded
  • The average trading volume for the last three months ranks in the top 75% of the entire Stock Investor database

  
Topic: videos and notes
Posted: Thursday, June 28, 2007 7:47:14 PM
can you please provide me with craig's notes from dc in december
Topic: videos and notes
Posted: Thursday, June 28, 2007 5:49:54 PM
will you be posting on the blocks web site soon the videos personal chartist, and the first 3 block diagrams.

also, I would like to get michael's notes from the baltimore training.
Topic: notes
Posted: Saturday, December 9, 2006 3:09:03 PM
craig, where are your notes from the 12/1 training in DC.
Topic: 2 best indicators
Posted: Sunday, December 3, 2006 12:22:40 PM
other than andrew lo, who else has done research on technical indicators to indicate that they can be reliably predictive.
Topic: 2 best indicators
Posted: Saturday, December 2, 2006 8:16:41 PM
are there any kinds of track records with different indicators, etc that anyone can point to for the different indicators