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@theotherstick That backtesting data is from O'Shaughnessey's book, not my own. I can pull the data live, but (unfortunately) I have not found a source to get this data historically. If anyone does have a historical source, I'd LOVE to get my hands on that data!

@chozen1956 I used this for a 5-year period from 2011-2015, but that was using my MatLab code. Once Yahoo! changed their website, the script broke and it was beyond my programming ability to fix it. During the '11-'15 period, I had great results in the 25% annual return if I recall correctly.

@feadees I have a reasonable part of my portfolio allocated to this strategy, but still the majority allocated to a boglehead style 3-fund portfolio.

@rokandmoka BUG is an ETF, so that gets culled automatically. For the rest: Ticker Symbol: CRWD P/E: 851.38 P/E Rank: 34.64 P/S: 24.46 P/S Rank: 9.77 P/B: 32.44 P/B Rank: 7.59 P/FCF: 79.50 P/FCF Rank: 37.10 SHYield: -0.11% SHYield Rank: 23.10 EV/EBITDA: 680.46 EV/EBITDA Rank: 32.96...

Ticker Symbol: BMA P/E: 2.33 P/E Rank: 99.50 P/S: 0.28 P/S Rank: 95.62 P/B: 1.28 P/B Rank: 73.06 P/FCF: 0.43 P/FCF Rank: 99.97 SHYield: 4.30% SHYield Rank: 74.15 EV/EBITDA: 10000.00 EV/EBITDA Rank: 16.44 Overall Score: 458.74 6 month price momentum: 186.67% Ticker Symbol: APEI P/E...

@cameron1 That's a great question. Does it directly take the macro movement of the market into account? No. However, it evaluates all of the stocks (~9000) against each other, so if a ticker has a P/E of 30 and the macro environment has a median P/E of 20, it is scored poorly. If the macro...

@raef Yeah I noticed that as well. 6 of the 25. Oil also stands out.

Hi /r/investing, roughly 10 years ago there was a great discussion about how we select our stocks. I discussed my method - Trending Value - and that led to me sharing my results with many of you via a program I had written. Well, that program broke and remained dormant for years... until now...