Backtesting Page Data Library

Data Library

Data Files for You!

We're looking for a few good files! If you've got some data you want to share with the world, send it in and we'll post it. Original submissions only, please. Text files (in .zip format) preferred but other widely used formats are welcome.

You can download the files that appear on this page by just clicking on the name of the file. Direct your feedback to me, Jonathan Jackel.

(Mac users: the free Stuffit Expander will unzip .zip files.)

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File Name Date Submitted Description Submitter
SOS Calculator 11/18/99 An Excel macro that compiles picks using the archive lists at bdfinney's website. (50k zip file of Excel 97 document) Victor Holtreman
Unique 3 11/6/99 The real-time test of the Unique 3 approach. All picks so far are included, with return data for 1-, 3-, 6-, and 12-month holding periods. (Html file) Jonathan Jackel
SOS Reorganized Data v1.1 10/11/99 Data files for backtesting the SOS approach. The raw data from Peter Kuperman has been reorganized so that each stock in each month of the data appears just once, with each of the screen rankings (and some additional data) in columns. The advantage is the the data fits in a much smaller package -- less than half the size of the raw data. The file includes Excel macros to compile backtest statistics. (448k zip file) Jonathan Jackel
Keystone Dozens 8/11/99 A backtest of the Keystone dozens strategy. (Excel 97 file) Keith Jones
Standard Deviation and Margins 6/21/99 A study of how leveraging a low standard deviation strategy can improve returns. (Excel 5.0 file) Kevin Louche
UG-RS 26 Combined Test 6/18/99 Backtest of combined Unemotional Growth 5 and 5 stock Relative Strength - 26 Week portfolio. (Excel 5.0 file) JimHasFun
Plowback Backtest 6/17/99 Results of backtest of the Plowback screen 1986-1998. (Tab-separated text file) Elan Caspi
Study of "capping gains" 6/5/99 An explanation of William Lipp's excellent analysis of why getting out of a Dow Dividend strategy when your stocks have run up substantially is pointless. Includes scatter chart. (Word file) William Lipp

Options on PEG and RS 5/23/99 Estimated options returns using PEG and RS strategies. Kevin Louche (klouche)
Workshop Screen Return Summaries 4/25/99 Annual returns of various screens from the Foolish Workshop and Dow Dividend areas from 1987- (Excel 5 workbook). Ed Middleton (polarfool)
Name/Symbol Change Database 4/23/99 Changes in stock names and symbols since 1/1/99. Compiled from DailyGraphs. Jonathan Jackel
SOS19990423.zip 4/23/99 The "Screen of Screens" rankings and backup data as of 4/23/99 (Excel 97 workbook). Ron Boris
SOS19990416.zip 4/16/99 The "Screen of Screens" rankings and backup data as of 4/16/99 (Excel 97 workbook). Ron Boris
SOS19990409.zip 4/9/99 The "Screen of Screens" rankings and backup data as of 4/9/99 (Excel 97 workbook). Ron Boris
SOS19990402.zip 4/2/99 The "Screen of Screens" rankings and backup data as of 4/2/99 (Excel 97 workbook). Ron Boris
BTD199904.zip 4/1/99 From the author of Troucing the Dow, the Benchmark Investing target prices and other data for the Dow 30, as of 4/1/99 (Excel 97 workbook). Kenneth Lee
SOS19990326.zip 3/26/99 The "Screen of Screens" rankings and backup data as of 3/26/99 (Excel 97 workbook). Ron Boris
SOS19990319.zip 3/19/99 The "Screen of Screens" rankings and backup data as of 3/19/99 (Excel 97 workbook). Ron Boris
SOS19990312.zip 3/12/99 The "Screen of Screens" rankings and backup data as of 3/12/99 (Excel 97 workbook). Ron Boris
Keystone.zip 3/10/99 A complete backtest of the Keystone approach and several variations, going back to December 1986. This file uses 26-week total return, as in the original version of Keystone. Brian Malcolm
Key-RSW.zip 3/10/99 A complete backtest of the Keystone approach and several variations, going back to December 1986. This file uses RSW as a measure of relative strength, instead 26-week total return. Brian Malcolm
SOS19990305.zip 3/5/99 The "Screen of Screens" rankings and backup data as of 3/5/99 (Excel 97 workbook). Ron Boris
BTD199903.zip 3/1/99 From the author of Troucing the Dow, the Benchmark Investing target prices and other data for the Dow 30, as of 3/5/99 (Excel 97 workbook). Kenneth Lee
SOS19990226.zip 2/26/99 The "Screen of Screens" rankings and backup data as of 2/26/99 (Excel 97 workbook). Ron Boris
SOS19990219.zip 2/19/99 The "Screen of Screens" rankings and backup data as of 2/19/99 (Excel 97 workbook). Ron Boris
SOS19990205.zip 2/5/99 The "Screen of Screens" rankings and backup data as of 2/5/99 (Excel 97 workbook). Ron Boris
SOS19990129.zip 1/29/99 The "Screen of Screens" rankings and backup data as of 1/29/99 (Excel 97 workbook). Ron Boris
Douglas Theory.zip 1/26/99 A complete backtest of Douglas Theory using Q-Investor. Includes data on returns and stocks picks for start dates in all 12 months. Jonathan Jackel

File Name	Date Submitted	Description	Submitter
SOS Calculator	11/18/99	An Excel macro that compiles picks using the archive lists at bdfinney's website. (50k zip file of Excel 97 document)	Victor Holtreman
Unique 3	11/6/99	The real-time test of the Unique 3 approach. All picks so far are included, with return data for 1-, 3-, 6-, and 12-month holding periods. (Html file)	Jonathan Jackel
SOS Reorganized Data v1.1	10/11/99	Data files for backtesting the SOS approach. The raw data from Peter Kuperman has been reorganized so that each stock in each month of the data appears just once, with each of the screen rankings (and some additional data) in columns. The advantage is the the data fits in a much smaller package -- less than half the size of the raw data. The file includes Excel macros to compile backtest statistics. (448k zip file)	Jonathan Jackel
Keystone Dozens	8/11/99	A backtest of the Keystone dozens strategy. (Excel 97 file)	Keith Jones
Standard Deviation and Margins	6/21/99	A study of how leveraging a low standard deviation strategy can improve returns. (Excel 5.0 file)	Kevin Louche
UG-RS 26 Combined Test	6/18/99	Backtest of combined Unemotional Growth 5 and 5 stock Relative Strength - 26 Week portfolio. (Excel 5.0 file)	JimHasFun
Plowback Backtest	6/17/99	Results of backtest of the Plowback screen 1986-1998. (Tab-separated text file)	Elan Caspi
Study of "capping gains"	6/5/99	An explanation of William Lipp's excellent analysis of why getting out of a Dow Dividend strategy when your stocks have run up substantially is pointless. Includes scatter chart. (Word file)	William Lipp
Options on PEG and RS	5/23/99	Estimated options returns using PEG and RS strategies.	Kevin Louche (klouche)
Workshop Screen Return Summaries	4/25/99	Annual returns of various screens from the Foolish Workshop and Dow Dividend areas from 1987- (Excel 5 workbook).	Ed Middleton (polarfool)
Name/Symbol Change Database	4/23/99	Changes in stock names and symbols since 1/1/99. Compiled from DailyGraphs.	Jonathan Jackel
SOS19990423.zip	4/23/99	The "Screen of Screens" rankings and backup data as of 4/23/99 (Excel 97 workbook).	Ron Boris
SOS19990416.zip	4/16/99	The "Screen of Screens" rankings and backup data as of 4/16/99 (Excel 97 workbook).	Ron Boris
SOS19990409.zip	4/9/99	The "Screen of Screens" rankings and backup data as of 4/9/99 (Excel 97 workbook).	Ron Boris
SOS19990402.zip	4/2/99	The "Screen of Screens" rankings and backup data as of 4/2/99 (Excel 97 workbook).	Ron Boris
BTD199904.zip	4/1/99	From the author of Troucing the Dow, the Benchmark Investing target prices and other data for the Dow 30, as of 4/1/99 (Excel 97 workbook).	Kenneth Lee
SOS19990326.zip	3/26/99	The "Screen of Screens" rankings and backup data as of 3/26/99 (Excel 97 workbook).	Ron Boris
SOS19990319.zip	3/19/99	The "Screen of Screens" rankings and backup data as of 3/19/99 (Excel 97 workbook).	Ron Boris
SOS19990312.zip	3/12/99	The "Screen of Screens" rankings and backup data as of 3/12/99 (Excel 97 workbook).	Ron Boris
Keystone.zip	3/10/99	A complete backtest of the Keystone approach and several variations, going back to December 1986. This file uses 26-week total return, as in the original version of Keystone.	Brian Malcolm
Key-RSW.zip	3/10/99	A complete backtest of the Keystone approach and several variations, going back to December 1986. This file uses RSW as a measure of relative strength, instead 26-week total return.	Brian Malcolm
SOS19990305.zip	3/5/99	The "Screen of Screens" rankings and backup data as of 3/5/99 (Excel 97 workbook).	Ron Boris
BTD199903.zip	3/1/99	From the author of Troucing the Dow, the Benchmark Investing target prices and other data for the Dow 30, as of 3/5/99 (Excel 97 workbook).	Kenneth Lee
SOS19990226.zip	2/26/99	The "Screen of Screens" rankings and backup data as of 2/26/99 (Excel 97 workbook).	Ron Boris
SOS19990219.zip	2/19/99	The "Screen of Screens" rankings and backup data as of 2/19/99 (Excel 97 workbook).	Ron Boris
SOS19990205.zip	2/5/99	The "Screen of Screens" rankings and backup data as of 2/5/99 (Excel 97 workbook).	Ron Boris
SOS19990129.zip	1/29/99	The "Screen of Screens" rankings and backup data as of 1/29/99 (Excel 97 workbook).	Ron Boris
Douglas Theory.zip	1/26/99	A complete backtest of Douglas Theory using Q-Investor. Includes data on returns and stocks picks for start dates in all 12 months.	Jonathan Jackel