Paste Jamies Backtest Query here... see James Gritton Backtest.org

 

Screens ranked in order of High SS Up, low SS Down and High Sharpe

 

  SS Up SS Down Sharpe
EGPLOW PE 1.52 0.23 1.76
TREPPE 1.4 0.26 1.67
EGPELA 1.32 0.07 1.56
EG5PEG 1.5 0.24 1.5
EGPLOWPE E 1.44 0.35 1.61
REV 1.38 0.2 1.5
EG5PE 1.36 0.14 1.45
R13EG2 1.55 0.38 1.41
rsegGonsal 1.63 0.5 1.39
TREPPE E 1.4 0.42 1.52
REP 1.61 0.65 1.53
R13EG E 1.53 0.54 1.46
EGPR PE 1.43 0.39 1.39
R13EG 1.52 0.51 1.38
CAPLOWEG 1.41 0.37 1.34
RSEG 1.32 0.27 1.26
PLOWEG5RS631 1.41 0.45 1.34
GAR EG5 1.34 0.56 1.3
RSPEG2 1.4 0.8 1.35
TK2-R52 1.81 1.15 1.22
RSPEG1 1.4 0.9 1.33
PLOWPE2 1.57 1.03 1.28
GARPEG 1.4 0.63 1.04
PST5/10 1.58 0.92 1.13
Gar4 1.22 0.75 1.29
PlowPE 1.08 0.37 1.04
EG5-TA 1.37 0.96 1.3
HIDIV 0.61 -0.02 1.03
TK1-R52 1.78 1.24 1.08
TPEG13 1.32 1.01 1.3
Value EG 1.19 0.84 1.14
RS52 1.68 1.2 0.99
RSFOG 1.44 0.98 1
HiPrice 1.23 0.7 0.9
HBSP 0.94 0.46 0.86
Yield4 1.01 0.58 0.88
PEGRSW 1.66 1.4 1.03
YldDIV 0.61 0.36 1.01
RS52-26 1.11 0.63 0.76
RS13 1.42 1.2 0.96
CAPRS 1.59 1.28 0.86
PEG26 1.44 1.25 0.97
PlowLD 1.31 1.04 0.81
RSIBD 1.47 1.21 0.77
PlowRSW 1.44 1.17 0.75
RSCAP 1.47 1.27 0.8
RS26 1.53 1.37 0.84
KeyBlitz 1.16 0.9 0.66
LPSB 0.87 0.58 0.62
PlowBV 0.92 0.75 0.71
Keystone 1.27 1.09 0.64
Spark 1.35 1.2 0.54
SparkRSW 1.24 1.31 0.43
Beta 1.65 1.8 0.41

 

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