I want to forward test my ranking system, T-Rank 2.0. I picked up stock symbols from gurufocus.com, which is mainly for fundamental investors. The symbols should be the stocks fundamental investors are interested in. Below are their ranks as of 4/16/2011. Let's see how things work out in 1 weeks, 2 weeks, ..., up to 6 weeks, which is the optimal average holding period.
N/A means that the stock may not have enough liquidity, which is not good for short term trade, anyway.
From gurufocus.com
JNJ 93.89
AAPL 91.39
INTC 90.12
BBY 79.58
ABT 79.43
MSFT 79.01
CSCO 65.32
GLW 63.92
GOOG 60.68
DELL 59.3
PDLI 57.74
AIG 56.05
WMT 54.82
TEVA 54.12
COCO 50.27
SHLD 46.32
WFC 36.95
CLX 36.7
AGO 22.02
SVU 17.76
GE 15.55
C 12.33
BAC 9.11
MBI 4.02
JEF 1.68
GMR N/A
From Value Ideas & Strategies forum of gurufocus.com
GM 86.06
NS 72.46
PH 70.03
CSCO 65.32
TGT 63.55
PRE 54.24
MTU 48.94
TSCDY 37.68
ARLP 34.52
RCI 11.77
AZ N/A
HII N/A
LEE N/A
ZLCS N/A
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