Browsing Archive: March, 2009

PowerStocks Labs launches 1st Designer Strategy

Posted by PowerStocks Research on Tuesday, March 31, 2009, In : New Strategy 
PowerStocks Labs, a research unit of PowerStocks Research, has released South Africa's first "Designer" mechanical investing strategy for its subscribers, dubbed "PowerShares Series-A". This strategy was developed over 4 months of research and backtesting and with tiny portfolios of 5 shares, managed to deliver a stunning 3,227% growth (42% CAGR) over the 1999-2009 10 year back-test period.

Dave Keene, head of PS Labs, a division within PowerStocks research established to develope "designer st...
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March Performance update

Posted by PowerStocks Research on Tuesday, March 24, 2009, In : Performance 

We formed two new model portfolios on 3 March, namely the T40-5SH-MF2 Magic Formula and the Piotroski "Niners".

T40-5SH-MF2 is a quarterly spawn of our T40-5SH forward test series of the Magic Formula strategy and at 168% CAGR is delivering almost as impressive a result as T40-5SH-MF1 (198% CAGR) created on 20th Nov 2008. Go to the Magic Formula blog to see the graphs showing these two 5-share portfolios most recent performance, as well as that of the shares that make them up.

The Piotroski "Ni...


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8 Year Backtests published

Posted by PowerStocks Research on Friday, March 20, 2009, In : Backtest update 
We have completed 8-year backtests on the Price/Book or "Book Value" and P/E strategies of purchasing the JSE's lowest Price/Book and PE ratio stocks. The backtests includes a detailed analysis of the effectiveness of the two strategies.  We have also created a "Backtest Dashboard" that shows the strategies with the best back-tested performance. So far a Price/Book, two PE and one Piotroski strategy are in the dashboard.

This is ongoing work requiring analysis of mountains of data. We will con...
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We launch MomentumMap

Posted by PowerStocks Research on Wednesday, March 18, 2009, In : PowerStocks Developments 
PowerStocks Research has launched the JSE MomentumMap, an indicator of overall share price momentum on the JSE.

At a single glance the MomentumMap shows what proportion of the market is
  • in a downward slide,
  • is attempting a recovery
  • has achieved a downward reversal
  • is surging up strongly
  • is climbing steadily in accumulation stage and
  • possibly peaking or taking a breather from a rise

The MomentumMap is directly related to the Share Timing Monitor (STM) devised by our research teams to assist ...


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New long-term backtest available

Posted by PowerStocks Research on Wednesday, March 18, 2009, In : New Research 
We have finally completed a mammoth 3 month long project of  back-testing of the Piotroski strategy on the JSE.

We examined over 2,500 seperate financial reports over a 14 year period commencing 1994 to build this backtest, to deterimine if Piotroski is a suitable investing strategy for the JSE.

The results are quite stunning, with the winning Piotroski strategy delivering in excess of 40,000% returns (56% CAGR) over the 14 year test period. You can go view the research in the Piotroski Long-t...
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This decades best strategies

Posted by PowerStocks Research on Wednesday, March 11, 2009, In : Performance 

What have been the best and most consistant performing mechanical investing strategies of the decade?

PowerStocks used their AAII membership and data-mined the performance reports for over 60 well known strategies they have been maintaining in real time from 1998 to 2009. We then rated each strategy over the total 12 year period for :

1.Total cumulated return (TOTAL)
2.Annual compound growth rate (CAGR)
3.Standard deviation of annual growth (STDEV),
4.Risk adjusted annual return (SHARPE)
5.Perce...

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Update 10Mar09

Posted by PowerStocks Research on Wednesday, March 11, 2009, In : Site changes 
We have published an early update to the Piotroski Portfolio Candidates, due to the spate of recent results. Go to the Piotroski Strategy Blog for details.

We are now tracking a timed and untimed version of Piotroski to measure the effects of using the Share Timing Monitors to time your purchases. We have an initial analysis of the two strategies at the Piotroski Blog

We have opened the Zweig Investment Method project. There is a new stratgey page and blog page for Zweig

Site changes are ongoing...
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We are live

Posted by PowerStocks Research on Monday, March 9, 2009, In : PowerStocks Developments 

We listened to all our readers and took the plunge to establish our own domain and website to offer more structured content and better information delivery services.

We have 90% completed the transition from our Blogger site, so please bear with us if some information has not made it accross yet.

We do this out of love for the science and art of investing, and the desire to properly democratise private investing on the JSE the way it is in the US. Our efforts are still on a part-time basis whi...
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