Street Justice: It's In The Numbers!!

I've got a special treat for everyone today. I pulled an all-nighter and did some serious screening and back-testing last night and today. I got a bunch of very useful info from this back-testing marathon. So lets get started!
My first goal last night was to create a stock screening definition with parameters designed to select stocks that would yield as high a return as possible over a multi-year period of time. I was quite pleased with my final results. I created a screen definition for which qualifying stocks must meet 19 requirements and through back-testing, this screen definition which I have named Street Justice One, has proven to be extremely effective. Using a hold time of 52 weeks and folowing the parameters of Street Justice One from August 2000 until now would've yielded a return of 200% versus the S&P which was at -7.6% for the same period of time. I am not going to post the criteria for Street Justice One, but if anyone using a stock screener wants the list, let me know and I will email it to you. A couple of the major criteria were stocks over $3 per share and stocks that regularly make positive sales and earnings estimate revisions. I am going to post the names of the 14 companies that my Research Wizard(blog sponsor plug) Street Justice One Screen Definition selected as of Friday, Aug 1st, 2008. Here they are: ACL/Alcon Inc, SRCL/Stericle, SIAL/Sigma Aldrich, VMI/Valmont Industries, BUCY/Bucyrus Intl, DXPE/DXP Enterprises, TISI/Team Inc, SOHU/Sohu.com, APH/Amphenol Corp, TDY/Teledyne Tech, BRKR/Bruker Corp, WAT/Waters Corp, WGOV/WoodwardGovener and AMTD/Td Ameritrade. According to my back-testing calculations if you bought these 14 stocks this week and held them for 52 weeks, you would see a return of around 20%. After 52 weeks however, you must run The Street Justice One Screen Definition again, as my results are based on a holding period of 52 weeks. The more time that passes though the higher the returns, like I mentioned earlier 200% from 2000-2008. Something else worthy of mention was a pattern I noticed while back-testing. These are the results I noticed the pattern in, see if you can find it. Street Justice One selected 0 companies for both 2000 and 2001(not the pattern). It selected 2 companies for 2002 with gains of 31%. 5 companies were chosen for 2003 with 32% gains. 6 came up for 2004 with 40% gains and 10 companies were chosen for 2005 with 4.5% gains. 2006 saw 7 companies with 25.5% gains and 2007 had 17 companies with a loss of 5.6%. It was easier to see the pattern with a line graph(which I have). Basically, the biggest gains came every other year. So it may be wise to check out he 14 companies I named since this(2008) is one of the every other years. I can almost guarantee using the parameters in Street Justice One when picking stocks will beat The Street(Wall Street) every time. The best part about utilizing a good stock screener is it takes the emotion out of the equation, which is crucial.
I have added a few new weapons to my research arsenal. Investing System has granted me use of their software SotckPicker RT and Zack's Investment Research has given me The Research Wizard to help me spread the wealth. I am also planing on acquiring a proprietary stock picking software program in the future.
Keeping on the subject of stock screeners, I'd like to know your opinion on them. Do you use screeners as a big part of your investments strategy? Or, are they a waste of valuable time? Let me know.
My Forex strategy is pretty much the same going into next week. I see no reason for the AUD to make any comebacks versus the USD or the JPY. As usual I'm still short the EUR/USD too. I don't know for certain, but I'd bet(and am betting0 the USD continues it's slow return.
I'll see everybody tomorrow. I have the whole day off, so I will be up to my ears in research. I should have plenty to share with you all for Tuesday, cause we're all in this together. Thanks for reading.