Wednesday, September 20, 2006

Strategy Performance

Validea has been keeping model portfolios of their various strategies since 2003. Leading the way is their Validea Hot List, followed closely by Martin Zweig and David Dreman [link from screenvestor of MFI, 9/18/06]

AAII has backtested various stock screens going back to 1998. Zweig is second again. O'Shaughnessy's Tiny Titans leads the way. [link from Michael Gallagher of MFI, 9/14/06]

No comments: