Strategy generates an average 34% per year on average using analyst anomalies

A celeb gossip perfect example of a quantitative strategy that depicts the analyst anomalies is “Filtered Zacks Rank.” Filtered Zacks Rank is based on analyst earnings estimates and recommendation changes and can be used as a screen to help you identify stocks re

ady to viagra generic rise. The core component of the Filtered Zacks Rank is the Zacks Rank itself. Then two additional filters are applied to both boost performance and narrow the portfolio’s size down to an average viagra and diabetes type 2 of about 10 stocks. The two additional filters are direct plays on the analyst anomaly: changes in quarterly earnings estimates and changes in broker ratings.

Using 4 week holding period returns, this strategy has produced a backtested annual average return of 34% from 2002-2010. Here are the annual details:

Filtered Zacks Rank__________S&P 500

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2002 14% -22%

2003 57% 29%

2004 45% 11%

2005 53% 5%

2006 27% 16%

2007 celebrity nude 35% 6%

2008 porno gay -47% -37%

2009 72% 26%


Avg 34% 5%

Furthermore, the compounded annual growth rate for this time period is 29% and the backtested results of $10,000 invested at the end of 2001 are below:

The Filtered Zacks Rank is a quantitative model that is available in the Research Wizard. Please generic pharmacy click here to learn more about the screening celebrity nude and backtesting power of a stock research system built for the individual investor. To learn more about the Filtered Zacks Rank, please see Kevin Matras’ kamagra vs viagra book titled Finding #1 Stocks: Screening, Backtesting and Time-Proven Strategies (Wiley 2011). Click

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