WikiSysop: Created page with "== Zacks Research Wizard Questions== What is the back-tested performance and number of stocks returned (max, min, average) of the following portfolio screens? * 4-week rebalan..."

2021-01-30T11:28:26Z

Created page with "== Zacks Research Wizard Questions== What is the back-tested performance and number of stocks returned (max, min, average) of the following portfolio screens? * 4-week rebalan..."

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== Zacks Research Wizard Questions==
What is the back-tested performance and number of stocks returned (max, min, average) of the following portfolio screens?
* 4-week rebalanced Zacks Rank=1
* 1-week rebalanced Zacks Rank=1
* 4-week rebalanced ZR=1 and ZR change (in last month) < 0
* 1-week rebalanced ZR=1 and ZR change (in last month) < 0
* 4-week rebalanced LP, PEG, U&R, and ROE screens combined with ZR=1 only and also each individually with ZR=1. (5 tests)
* Screens without Zacks Rank
** In the name of diversity, can we get similar results without using Zacks Rank by combining any of the Zacks Profit Track criteria?

== Zack's Research Wizard interesting ready-made screens==

* Big Money: Generates only 3 stocks. With 4 week rebalancing averaged 153.5% 2001, 02, 03, and 04. Win ratio around 70%. With 1 week rebalancing averaged 183% same years with win ratio around 60%.

* Breakouts: Generates 4-5 stocks (or zero). 4 wk. 77% avg. 2001, 02, 03, 04. Win ratio 82%. Max flat period 9 mos. Lost up to 20% without regaining it for 9 mos.

* EPS Growth Past and Present: 60% avg return 2001, 02, 03, 04.

== Research Wizard Chalkboard==
{| class="wikitable"

| Screen Description
| HP(w)
| Ns
| %/yr
| Drawdown
| Wks flat
| Turnover %
|-
| ZR<=2 PE<15 P/S<0.55
| 1
| 24
| 51.9
| 12.2
| 15
|
|-
| ZR<=2 PE<10 P/S<0.55
| 1
| 9
| 67.9
| 24
| 22
|
|-
| ZR<=2 PEG<=0.55 ABR<=2.5 P>5
| 1
| 24
| 45
| 14.6
| 18
|
|-
| Haws Club 2006-04 (LP, PEG, U&R, ROE, ZR=1)
| 4a
| 20.5
| 37.9
| 12.6
| 3.5
| 62.8
|-
| Haws Club 2006-04 (LP, PEG, U&R, ROE, ZR=1)
| 4b
| 20.8
| 46.3
| 15.5
| 3.5
| 61.1
|-
| Haws Club 2006-04 (LP, PEG, U&R, ROE, ZR=1)
| 4c
| 21.5
| 33.3
| 14.4
| 5.5
| 63.1
|-
| Haws Club 2006-04 (LP, PEG, U&R, ROE, ZR=1)
| 4d
| 21.3
| 30.6
| 16.6
| 5.0
| 63.8
|-
| Haws Club 2006-04 (LP, PEG, U&R, ROE, ZR=1)
| 1
| 20.6
| 40.2
| 14.6
| 12
| 32.3
|-
| Winning Ways ++
|-
| ROE
|-
| Filtered Zacks Rank
|-
| U&R
|-
| Increasing Cash Flow
|-
| Breakouts

|}

Zacks Research Wizard - Revision history

WikiSysop: Created page with "== Zacks Research Wizard Questions== What is the back-tested performance and number of stocks returned (max, min, average) of the following portfolio screens? * 4-week rebalan..."