StockPunk

I'm trying to put together some new screens today, but I haven't been able to figure out how to backtest them. For example, for some of my screens I use the Zacks ranking. I've been printing out the Zacks ranking of all my passing stocks since August of 2006, but I have passing companies from before that. I can't figure out how to get past Zack rankings. I'd like to see what the Zacks ranking on, for example, Toll Brothers (TOL) was on February 15th 2005. I can't figure out anything from the Zacks website so if anybody has any idea let me know.

Recently, I've developed a screen that looks for fundamentally strong stocks that aren't followed by analysts. My thinking was that there are a lot of stocks out there that are "under the radar" and as soon as folks figure out that the company is kicking it pretty good they'll jump on board in droves. And because the stock isn't being followed closely by anybody significant, it has a lot more room to jump when everybody catches on.

That screen has now surpassed all my others for the year at 40.75%. Since October of 2006 it's up 164.79% which more than doubles my next best screen. Unfortunately, my data only goes back to October of 2006 and I cant figure out a way to backtest beyond that.

I signed up for a two week trial period with Zack's Research Wizard. It really is an excellent screening system, but until I can duplicate the screens I run and get somewhat similar results, I'm hesitant to go beyond the trial period. I am quite comfortable with my screens, but they don't seem to translate well with the parameters of other screening programs. I wish I could just cut an paste criteria and have identical (or at least similar) results.

Research Wizard does have the coolest and quickest way to backtest a strategy that I've come across. I do most of my backtesting by hand--looking up historical stock prices, calculating gains or losses and popping it into a spreadsheet. It's time consuming and cumbersome. I was contemplating have my pre-teen daughter do some number crunching for me, but I don't think she's quite ready yet.