SOS YEYPayout/PIH_CSO_safe/PIH_CSO_simple/H52EarnPS 1-3:12 max 3 https://backtest.org/WkvDyy.csv 960606h4SS(YEYPayout)(PIH_CSO_safe)(PIH_CSO_simple)(H52EarnPS)3l12 ,Screen,S&P CAGR,0.000000,9.660001 GSD,0.000000,17.290470 Sharpe,-7.711912,0.433079 Sortino,-3.161959,0.654364 CAGR+3sigma,0.000000,76.944240 CAGR+2sigma,0.000000,50.859860 CAGR+1sigma,0.000000,28.620731 CAGR-1sigma,0.000000,-6.505618 CAGR-2sigma,0.000000,-20.288169 CAGR-3sigma,0.000000,-32.038953 Win rate (trade),0.000000,242.424242 ... vs S&P,157.575758 Win rate (annual),0.000000,72.727273 ... vs S&P,27.272727 Winning stocks,0 Average gain,0.000000 Losing stocks,0 Average loss,0.000000 Trades,0 ... per period,0.000000 Beginning in June: 1996,0.000000,31.969244 1997,0.000000,31.394694 1998,0.000000,21.285268 1999,0.000000,11.325089 2000,0.000000,-12.643978 2001,0.000000,-16.732730 2002,0.000000,-5.390922 2003,0.000000,19.984929 2004,0.000000,6.910677 2005,0.000000,7.649513 2006,0.000000,23.942197 February,0.000000,3.645843 June,0.000000,-2.696698 October,0.000000,8.734854 Purchased,Gain,Ann'd,S&P,Total,Picks 3 Jun 1996,0.000000,0.000000,3.699895,10000.000000, 30 Sep 1996,0.000000,0.000000,15.065535,10000.000000, 10 Feb 1997,0.000000,0.000000,10.598477,10000.000000, 9 Jun 1997,0.000000,0.000000,13.343317,10000.000000, 6 Oct 1997,0.000000,0.000000,4.471271,10000.000000, 9 Feb 1998,0.000000,0.000000,10.964748,10000.000000, 8 Jun 1998,0.000000,0.000000,-10.959388,10000.000000, 5 Oct 1998,0.000000,0.000000,29.322607,10000.000000, 1 Feb 1999,0.000000,0.000000,5.328395,10000.000000, 7 Jun 1999,0.000000,0.000000,-1.833008,10000.000000, 4 Oct 1999,0.000000,0.000000,9.593226,10000.000000, 7 Feb 2000,0.000000,0.000000,3.477007,10000.000000, 5 Jun 2000,0.000000,0.000000,-1.804244,10000.000000, 2 Oct 2000,0.000000,0.000000,-5.338082,10000.000000, 5 Feb 2001,0.000000,0.000000,-6.022295,10000.000000, 4 Jun 2001,0.000000,0.000000,-17.688116,10000.000000, 1 Oct 2001,0.000000,0.000000,5.874278,10000.000000, 4 Feb 2002,0.000000,0.000000,-4.452062,10000.000000, 3 Jun 2002,0.000000,0.000000,-24.095713,10000.000000, 7 Oct 2002,0.000000,0.000000,10.199902,10000.000000, 3 Feb 2003,0.000000,0.000000,13.105910,10000.000000, 2 Jun 2003,0.000000,0.000000,7.601910,10000.000000, 6 Oct 2003,0.000000,0.000000,10.450664,10000.000000, 2 Feb 2004,0.000000,0.000000,0.957453,10000.000000, 7 Jun 2004,0.000000,0.000000,0.107584,10000.000000, 4 Oct 2004,0.000000,0.000000,6.484717,10000.000000, 7 Feb 2005,0.000000,0.000000,0.292122,10000.000000, 6 Jun 2005,0.000000,0.000000,3.014275,10000.000000, 3 Oct 2005,0.000000,0.000000,3.784615,10000.000000, 6 Feb 2006,0.000000,0.000000,0.688920,10000.000000, 5 Jun 2006,0.000000,0.000000,5.844816,10000.000000, 2 Oct 2006,0.000000,0.000000,9.375656,10000.000000, 5 Feb 2007,0.000000,0.000000,7.060416,10000.000000, 4 Jun 2007,,,,10000.000000