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At 02:12 PM 1/1/99 -0600, you wrote:
>I am looking to do some back testing on James O'Shaughnessy's
>Reasonable Runaways long term stock strategy which is covered in his
>recent book "How to Retire Rich".
>The stock selection criteria are as follows:
>1. Market Cap > $150 million
>2. Price - Sales Ratio < 1
>3. Buy the 25 to 50 stocks from 1 and 2 above that have the best one
>year price appreciation.
>4. Rerun the selection process once a year.
>
>This is a buy and hold strategy. I want to add a equity curve based
>switch to this simple system. I am having trouble finding historic data
>
>for market cap and the price to sales ratio. One set of data per year
>would be acceptable. Any suggestions on where to find this historic data
>
>for US stocks.
>Thanks for any suggestions.
>Matt Samojeden
>
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