Multiple Anomaly strategy returns 31% per year on average

With an annual average return of 31% from 2002-2010, the Research Wizard’s “Upgrades and Revisions” quantitative model (and its variations) is an example of a strategy that illustrates the power of multiple anomalies. Analyst earnings estimates and r

ecommendation priligy online changes, surprise, and valuation anomalies are all contained in Upgrades and Revisions, which is a screen to help you identify stocks ready to climb. This strategy starts out by selecting only those stocks with a Zacks Rank of 1. Next, we want only companies with increases in current quarter earnings estimates and improved broker ratings. Finally, we narrow the list further by selecting only those companies with a low price-to-earnings, a high historical earnings growth rate, a positive surprise in the most recent quarter, and a low price-to-sales ratio. This is a quintessential multi-factor model that many institutional investors employ. Now you too can use this strategy to pick stocks like the pros!

Using 4 week holding period returns, this strategy has produced a backtested annual average return of 31% from 2002-2010. Here are the annual details:

Upgrades & Revisions S&P 500

2002 17% -22%

2003 142% 29%

2004 milf porn -12% 11%

2005 cartoon porn videos 9% 5%

2006 8% 16%

2007 celeb news 11% 6%

2008 -59% -37%

2009 celebrity nude 110% 26%


Avg porn mobile 31% 5%

Furthermore, gay porn the compounded annual growth rate for this time period is 18% and the backtested results of $10,000 invested at the end of 2001 are below:

Upgrades & Revisions is a quantitative model that was developed and currently maintained in the Zacks’ Research Wizard. Please click here to learn more about the screening and backtesting power of a stock research system built for the gay porn videos individual investor.

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