(Dogwood2202 at gmail dot com)
This website contains files relating to the weekly trade ledgers found on the Motley Fool Mechanical Investing board (www.fool.com). In all of these files, Keelix's SIPRO screens are further filtered to include only FOLIOfn tier 1 window stocks. The mghens and kaellner screens are evaluated as published by them.
The actual data Excel spreadsheet is an extension of the actual data as initialized at $10,000 per screen on 11 Jan 2002, or whenever the screen first started to be listed. I use it to calculate the trailing 12 months results, but it can be used to look back over any time period after Jan 2002.
The following spreadsheet shows the stock screens as published by mghens, Kaellner, and Keelix in 2008, as well as the Keelix screens after filtering for FOLIOfn tier 1 stocks.
mghens-kaellner-keelix_lists_2008.xls
This overlaps spreadsheet is a matrix of the percentage of overlaps in the first ten positions of the screens from 1/01/2007 - 5/07/2007. Screens which have a lot of cash positions, such as Keelix's Net-Nets_Grahamified and Microcap_Momentum screens after filtering for FOLIOfn tier 1 stocks, will show a lot of overlap due to this cash effect.
The turnover spreadsheet shows the weekly turnover percentage for all the screens going 3, 5, or 10 stocks deep. Data was gathered from 1/01/2007 - 5/07/2007 (19 weeks). Note that if a screen doesn’t have enough stocks, the positions are filled with cash. This reduces the turnover percentage since each cash position is interpreted as a stock.