I generally do limited research aside from chart/price action and I attempt to find more value related stocks (low P/E - low price to book value - below liquidation value if negative earnings). The second issue is when to start buying. Some stocks seem to sell off all the way through December 31st, when others seem to start getting buyers in the first few days of the final month. So I generally buy a few shares here and there and build the position over a couple weeks. I also like to find at least five stocks for the portfolio, so if I get one or two bad trades out of the bunch it won't kill the whole return. Market performance during Dec and Jan obviously also has a big effect on the general return of the trade, with poor market performance translating into flat/no returns or good market performance leading to outstanding returns.
Since energy has done so poorly this year I am assuming that those stocks would dominate any screens I perform. Therefore I will most likely limit the portfolio to just one energy name to keep it balanced. I will post updates as I add stocks in Dec.