Tatnic Screens

[Tatnic]

Thought I'd post 3 screening results and keep track of them for anyone's who's interested. I have what are 3 basic screens for larger cap, mid-cap and small cap stocks. I ran the larger cap screen back in July of 2005 and to date its up over 48%. I since reran that same screen (tweaked it a little bit) on 3-11-06 and its up 7.66%. I was curious to see how different market caps would perform under similar parameters. The larger cap screen has done pretty well and it has a much longer track record--the mid and small need a lot more time for study and comparison.


The original screen (July '05) contained only 16 stocks, and is up 48.31% so far, not including dividends which average around 1.5%. Those stocks are: ACH, APA, CEO, CNI, COF, FNM, GS, IPS, ITU, LEH, MBI, PTR, RDN, SHG, TS, UBS.

The March 11th (up 7.66% to date) spit out 29 stocks (mostly larger cap): ABK, APA, BBV, BR, CEO, CIG, CNI, COF, DO, DVN, ESV, FCX, FNM, GS, ITU, LEH, MBI, MTG, NE, OXY, PCU, PGS, PTR, RDN, RIG, SHG, UBS, XTO.

The Small Cap screen (ran 3/24/06, up 3.92% so far) spit out ACTS, AACC, BDE, CCBI, HNR, IMH, MBFI, PLAY, PRAA, PCLN, RGF, SIMG, TBSI, TGIC, UPFC, VPHM.

The Midcap screen (ran 3/24/06, up 3.23% to date): LEND, CCRT, DNR, NDE, PGS, PMI, RRC, RDC, TDW, UNT, WTI.

I'll try to update the results on a regular basis and maybe every 3 months or so rerun them. Trying to keep things simple.

[RL]

Hay Tat nice post I'll be watching carefully this could Improve my dart throwing

[Tatnic]

hey Ray...thanks.

This is obviously not meant to be a "traders" screen per se. And I haven't really thought too hard about exit strategies as far as the results of the screen go that is. But if its helps anyone make money, then that's good.

[IIC]

Tat...I don't expect you to give the exact screening criteria if you don't want to...But can you give a brief recap of the basics???...thx...Doug(IIC)

[Tatnic]

YOu're right Doug, I don't want to divulge too much, but as you probably guessed, its a value slanted screen, with a pretty good dose of growth thrown in. A hybrid screen I guess. The larger cap screen does have some stocks that would be considered midcaps (1bil to 10 bil mcap.), but they wouldn't come up in the midcap screen. I hope this is confusing .

At this point, I'm not sure the criteria make sense for the mid and small cap stuff, its too early to tell IMO.

Bottom line, I really need a couple of years of results to tell if any of these screen is useful in the long run. A couple of years goes by pretty fast though...too fast.

[Tatnic]

no surprise that most of the gains are due to energy stocks...Peak oil anyone?

[Tatnic]

Quick Update with gains and top 3 gainers of each screen so far (again, notice the strong showing of energy related co's):

smallcap screen (ran 3/24) up 8.14%: HNR +20.44%; SIMG +20%; BDE +19.03%

mid (ran 3/24) up 11.82%: WTI +22.37%; DNR +20.12%; PGS +19.19%

Large (ran 3/24) up 8.88%: FCX +34.27; PCU +25.61%; PGS +19.19

The mid is really doing better for several reasons:
*Midcap stocks have less "speculative" risk usually as compared to the smaller cap universe, and maybe a little more speculative umphh than larger co's.
*The screen itself has fewer stocks as compared to the large cap which tends to dilute the better performing large caps.
*The large cap has more financials as compared to the midcap and they have been sucking wind for the most part.

((The July screen of larger co's is up 55.43%: TS +169%; IPS +136%; SHG +79%))

[Tatnic]

Update after a tough week in the market, all ports got hit. The smallcap port is not doing well comparitively speaking...although its too early to draw any conclusions, it appears that small cap stocks do not fit my screening parameters as well as larger and midcap stocks.

Smallcap=> +4.11

Midcap => +12.02

Largecap => +8.44

Mid still strongest, small cap had a couple of hard hits.

[Tatnic]

6 month update

Update after a tough week in the market, all ports got hit. The smallcap port is not doing well comparitively speaking...although its too early to draw any conclusions, it appears that small cap stocks do not fit my screening parameters as well as larger and midcap stocks.

Smallcap=> +4.11

Midcap => +12.02

Largecap => +8.44

Mid still strongest, small cap had a couple of hard hits.

Oct 3 update: Due to the high percentage of energy stocks, all 3 of these ports got hit hard. Obviously market cap didn't matter in the short run. Mid got hammered 17%, small got hit 2.4%, while the large cap suffered a 5.4% drop. The lesson so far is to have a diversified port first and foremost. With that in mind, I'm going to rerun the screen and try and balance it out among sectors/industries.

[Tatnic]

Oct 3 update: Due to the high percentage of energy stocks, all 3 of these ports got hit hard. Obviously market cap didn't matter in the short run. Mid got hammered 17%, small got hit 2.4%, while the large cap suffered a 5.4% drop. The lesson so far is to have a diversified port first and foremost. With that in mind, I'm going to rerun the screen and try and balance it out among sectors/industries.

Forget that screen...I've developed one I like better, its a dividend screen. I first ran it back in May 20,right during the big down draft, it contained 10 stocks which were:ABN, CPL, CSE, DT, ETP, GKK, PCU, PDS, SZE, TS. To date, that port is up over 21% (39% annualized), including dividends which by my calculations account for just over 3.7% of that gain. The rest is capital gains. PDS is down a ton but its still paying a dividend.

I have since rerun that screen on Nov. 22 and here are those stocks: PCU, ELE, WR, MCGC, APU, WIN, SPH, RHA, SID, BPT, NCT, SFL, ALD, ACAS. To date, they're up over 4%. For some reason I passed on ACH...I believe that may have been a mistake, but RHA is on fire.