Jamie Gritton's MI Stock Screen Backtester

To show that there are numerous ways to Crush the Market using a free trading strategy, we present the following stock screen, backtested on Jamie Gritton's MI Backtester:

SOS_A screen, originally from from the Motley Fool Mechanical Investing discussion board. This is a 'screen of screens' which runs several stock screens and picks the highest ranking stocks. Seems to work pretty well:

Year SOS_A return

1986	31
1987	31
1988	32
1989	36
1990	8
1991	84
1992	34
1993	52
1994	27
1995	110
1996	63
1997	34
1998	62
1999	212
2000	-40
2001	-36
2002	-14
2003	61
2004	2
2005	30
2006	9
2007	35

You can learn more about the stock screens derived from the Motley Fool boards (and alot about stock screening strategies) here.