StockPunk

jt writes:

Hi:

sorry to be such a pest but i would like to ask one more question concerning your process. What software do you use to test and what is your source of data? You also mention testing back from January 2003 (in your recent post about using RS as a filter. Have you ever tested your strategies under different conditions (between 2000-2002 for example?)

My reply:

I use AAII's Stock Investor Pro for both the screening and data. The service provides new numbers each week and I've been real happy with value that AAII provides.

I started following AAII's screens in 2003 (I had no idea what I was doing back then and some would argue that I still don't). My own modifications came just a couple of years ago. I have searched far and wide for a way to backtest my ideas but everything I've come across is too expensive or cumbersome. If anyone out there has some good ideas on backtesting please let me know!