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Please report your results. His stuff sounds great, it would be nice if the
numbers were verified by someone else.
In a message dated 1/1/99 12:17:21 PM Pacific Standard Time, samfamly@xxxxxx
writes:
> I am looking to do some back testing on James O'Shaughnessy's
> Reasonable Runaways long term stock strategy which is covered in his
> recent book "How to Retire Rich".
> The stock selection criteria are as follows:
> 1. Market Cap > $150 million
> 2. Price - Sales Ratio < 1
> 3. Buy the 25 to 50 stocks from 1 and 2 above that have the best one
> year price appreciation.
> 4. Rerun the selection process once a year.
>
> This is a buy and hold strategy. I want to add a equity curve based
> switch to this simple system. I am having trouble finding historic data
>
> for market cap and the price to sales ratio. One set of data per year
> would be acceptable. Any suggestions on where to find this historic data
>
> for US stocks.
> Thanks for any suggestions.
> Matt Samojeden
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