JO Screen tester
David J. Moore, Ph.D.
October 12, 2014
Setup…
Reading JO Screen data…
Obtaining price data from Yahoo Finance…
Computing returns…
Plotting results…
Average returns by JO Screen decile
Staples Sector
2013.02.28 to 2014.09.30
Note: Decile 10 is the higest 10% SY score, Decile 1 is the lowest.
