Subject: Screen Definitions Part 2
(For reference see https://archive.org/ with url http://www.datahelper.com/mi/s... .)

Author: mghens Date: 04/15/2005 07:35 PM Msg: MI-171528
Subject: Screen Definitions Part 2 Recs: 26

See the Guide to these definitions at https://www.shrewdm.com/MB?pid...

"Value Line" and "Timeliness" are trademarks of Value Line, Inc.

http://backtest.org/SBT12XQ7bL...
Define {LPS1+2_R26}
Uses [Timeliness Rank] [Price/Sales Ratio] [EPS Growth 1-Year] [Total Return 26-Week]
Deblank [Timeliness Rank] [Price/Sales Ratio] [EPS Growth 1-Year] [Total Return 26-Week]
Keep :[Timeliness Rank]<=2
Keep :[Price/Sales Ratio]<1.5
Keep :[EPS Growth 1-Year]>0
Sort Descending [Total Return 26-Week]
; Top :10
End

http://backtest.org/SBT12XQ7bL...
Define {LPS1+2_RSW}
Uses [Timeliness Rank] [Price/Sales Ratio] [EPS Growth 1-Year] [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year]
Deblank [Timeliness Rank] [Price/Sales Ratio] [EPS Growth 1-Year] [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year]
Keep :[Timeliness Rank]<=2
Keep :[Price/Sales Ratio]<1.5
Keep :[EPS Growth 1-Year]>0
Create [RSW] :.4*[Total Return 13-Week]+.3*[Total Return 26-Week]+.3*[Total Return 1-Year]
Sort Descending [RSW]
; Top :10
End

http://backtest.org/SBT14XQ7bl...
Define {LPSAD}
Uses [Timeliness Rank] [Market Cap $ (Mil)] [Reported Annual Sales] [Total Assets] [Long-Term Debt]
Deblank [Timeliness Rank] [Market Cap $ (Mil)]
Keep :[Timeliness Rank]<=4
Sort Descending [Market Cap $ (Mil)]
Top :500 PlusTies
Deblank [Reported Annual Sales]
Create [Formula1] :[Reported Annual Sales]/[Market Cap $ (Mil)]
Sort Descending [Formula1]
Top :50 PlusTies
Deblank [Total Assets] [Long-Term Debt]
Create [Formula2] :([Total Assets]-[Long-Term Debt])/[Market Cap $ (Mil)]
Sort Descending [Formula2]
; Top :5
End

http://backtest.org/SBQ7blpsbQ...
Define {LPSB}
Uses [Market Cap $ (Mil)] [Book Value per share] [Reported Annual Sales] [Stock Price]
Deblank [Market Cap $ (Mil)]
Sort Descending [Market Cap $ (Mil)]
Top :500 PlusTies
Deblank [Book Value per share] [Reported Annual Sales] [Stock Price]
Keep :[Book Value per share]>0
Keep :[Reported Annual Sales]<>0
Keep :[Market Cap $ (Mil)]/[Reported Annual Sales]<1
Create [Formula1] :[Stock Price]/[Book Value per share]
Sort Ascending [Formula1] Descending [Market Cap $ (Mil)]
; Top :5
End

http://backtest.org/SBT12XQ7bo...
Define {OPTION_A}
Uses [Timeliness Rank] [Technical Rank] [Total Return 1-Year] [Total Return 26-Week]
Deblank [Timeliness Rank] [Technical Rank] [Total Return 1-Year] [Total Return 26-Week]
Keep :[Timeliness Rank]<=2
Keep :[Technical Rank]<=2
Create [TR52-26] :([Total Return 1-Year]/100+1)/([Total Return 26-Week]/100+1)
Sort Descending [TR52-26]
Top :75 PlusTies
Sort Descending [Total Return 26-Week]
; Top :10
End

http://backtest.org/SBQ7bpeb73...
Define {PEBsize}
Uses [Current P/E Ratio] [Book Value per share] [Stock Price] [Market Cap $ (Mil)]
Deblank [Current P/E Ratio]
Sort Ascending [Current P/E Ratio]
Top :30% PlusTies
Deblank [Book Value per share] [Stock Price]
Keep :[Book Value per share]<>0
Create [Formula1] :[Stock Price]/[Book Value per share]
Sort Ascending [Formula1]
Top :50% PlusTies
Sort Descending [Formula1]
Top :60% PlusTies
Deblank [Market Cap $ (Mil)]
Sort Ascending [Market Cap $ (Mil)]
; Top :5
End

http://backtest.org/SBT12XQ7bp...
Define {PEG}
Uses [Timeliness Rank] [Current P/E Ratio] [Total Return 26-Week] [Proj EPS Growth Rate]
Deblank [Timeliness Rank] [Current P/E Ratio] [Total Return 26-Week]
Keep :[Timeliness Rank]<=2
Keep :AND([Current P/E Ratio]>0,[Current P/E Ratio]<100)
Sort Descending [Total Return 26-Week]
Top :25 PlusTies
Deblank [Proj EPS Growth Rate]
Keep :[Proj EPS Growth Rate]<>0
Create [PEG] :[Current P/E Ratio]/[Proj EPS Growth Rate]
Sort Descending [Proj EPS Growth Rate] Ascending [PEG]
Top :10 PlusTies
Sort Ascending [PEG] Descending [Proj EPS Growth Rate]
; Top :10
End

http://backtest.org/SBT12XQ7bp...
Define {PEG13}
Uses [Timeliness Rank] [Current P/E Ratio] [Total Return 13-Week] [Proj EPS Growth Rate]
Deblank [Timeliness Rank] [Current P/E Ratio] [Total Return 13-Week]
Keep :[Timeliness Rank]<=2
Keep :AND([Current P/E Ratio]>0,[Current P/E Ratio]<100)
Sort Descending [Total Return 13-Week]
Top :25 PlusTies
Deblank [Proj EPS Growth Rate]
Keep :[Proj EPS Growth Rate]<>0
Create [PEG] :[Current P/E Ratio]/[Proj EPS Growth Rate]
Sort Descending [Proj EPS Growth Rate] Ascending [PEG]
Top :10 PlusTies
Sort Ascending [PEG] Descending [Proj EPS Growth Rate]
; Top :10
End

http://backtest.org/SBT12XQ7bp...
Define {PEGFF}
Uses [Timeliness Rank] [Current P/E Ratio] [Proj EPS Growth Rate] [Stock Price] [Total Return 26-Week]
Deblank [Timeliness Rank] [Current P/E Ratio] [Proj EPS Growth Rate] [Stock Price]
Keep :[Timeliness Rank]<=2
Keep :AND([Current P/E Ratio]>0,[Current P/E Ratio]<100)
Keep :[Proj EPS Growth Rate]<>0
Keep :[Current P/E Ratio]/[Proj EPS Growth Rate]<1.6
Keep :[Stock Price]>7
Create [PEG] :[Current P/E Ratio]/[Proj EPS Growth Rate]
Sort Descending [Proj EPS Growth Rate] Ascending [PEG]
Top :50 PlusTies
Sort Ascending [PEG]
Top :25 PlusTies
Deblank [Total Return 26-Week]
Sort Descending [Total Return 26-Week] Ascending [PEG]
; Top :5
End

http://www.backtest.org/SBpriG...
Define {PEG-Minimalist}
Uses [Stock Price] [High Price 52-Week] [Proj EPS Growth Rate] [Total Return 1-Year] [Current P/E Ratio]
Deblank [Stock Price] [High Price 52-Week] [Proj EPS Growth Rate] [Total Return 1-Year] [Current P/E Ratio]
Keep :[Stock Price]>=.95*[High Price 52-Week]
Keep :[Proj EPS Growth Rate]>0
Keep :[Total Return 1-Year]>25
Create [Formula1] :[Proj EPS Growth Rate]/[Current P/E Ratio]
Sort Descending [Formula1]
; Top :5
End


http://backtest.org/SBQ7bpeg-n...
Define {PEG-NT}
Uses [Current EPS] [Current P/E Ratio] [Proj EPS Growth Rate] [Total Return 13-Week]
Deblank [Current EPS] [Current P/E Ratio] [Proj EPS Growth Rate]
Keep :[Current EPS]>=0
Keep :[Current P/E Ratio]<100
Keep :[Proj EPS Growth Rate]>0
Create [PEG] :[Current P/E Ratio]/[Proj EPS Growth Rate]
Sort Ascending [PEG]
Top :95 PlusTies
Deblank [Total Return 13-Week]
Sort Descending [Total Return 13-Week]
; Top :10
End

http://backtest.org/SBT12XQ7bp...
Define {PEGRSW}
Uses [Timeliness Rank] [Current P/E Ratio] [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year] [Proj EPS Growth Rate]
Deblank [Timeliness Rank] [Current P/E Ratio] [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year]
Keep :[Timeliness Rank]<=2
Keep :AND([Current P/E Ratio]>0,[Current P/E Ratio]<100)
Create [RSW] :.4*[Total Return 13-Week]+.3*[Total Return 26-Week]+.3*[Total Return 1-Year]
Sort Descending [RSW]
Top :25 PlusTies
Deblank [Proj EPS Growth Rate]
Keep :[Proj EPS Growth Rate]<>0
Create [PEG] :[Current P/E Ratio]/[Proj EPS Growth Rate]
Sort Descending [Proj EPS Growth Rate] Ascending [PEG]
Top :10 PlusTies
Sort Ascending [PEG] Descending [Proj EPS Growth Rate]
; Top :10
End

http://backtest.org/SBT12XQ7bp...
Define {PIH4}
Uses [Timeliness Rank] [% Institutional Holdings] [Total Return 4-Week]
Deblank [Timeliness Rank] [% Institutional Holdings] [Total Return 4-Week]
Keep :[Timeliness Rank]<=2
Create [Formula1] :([% Institutional Holdings]*[Total Return 4-Week])
Sort Descending [Formula1]
; Top :5
End

http://backtest.org/SBT12XQ7bp...
Define {PLOW_PE}
Uses [Timeliness Rank] [Industry Rank] [Technical Rank] [Total Return 13-Week] [Current P/E Ratio] [% Retained to Common Equity]
Deblank [Timeliness Rank] [Industry Rank] [Technical Rank] [Total Return 13-Week]
Keep :[Timeliness Rank]<=2
Keep :[Industry Rank]<=35
Keep :[Technical Rank]<=2
Sort Descending [Total Return 13-Week]
Top :50 PlusTies
Deblank [Current P/E Ratio] [% Retained to Common Equity]
Keep :AND([Current P/E Ratio]<>0,[Current P/E Ratio]<100)
Create [Plow_PE] :[% Retained to Common Equity]/[Current P/E Ratio]
Sort Descending [Plow_PE]
; Top :10
End

http://backtest.org/SBT12XQ7bp...
Define {PLOW_PE2}
Uses [Timeliness Rank] [Total Return 13-Week] [Total Return 26-Week] [Current P/E Ratio] [% Retained to Common Equity]
Deblank [Timeliness Rank] [Total Return 13-Week] [Total Return 26-Week]
Keep :[Timeliness Rank]<=2
Create [Formula1] :[Total Return 13-Week]+[Total Return 26-Week]
Sort Descending [Formula1]
Top :25 PlusTies
Deblank [Current P/E Ratio] [% Retained to Common Equity]
Keep :AND([Current P/E Ratio]<>0,[Current P/E Ratio]<100)
Create [Plow_PE] :[% Retained to Common Equity]/[Current P/E Ratio]
Sort Descending [Plow_PE]
; Top :5
End

http://backtest.org/SBQ7bplow3...
Define {PLOW26WK}
Uses [% Retained to Common Equity] [Market Cap $ (Mil)] [Total Return 26-Week]
Deblank [% Retained to Common Equity] [Market Cap $ (Mil)]
Keep :[% Retained to Common Equity]>25
Sort Descending [Market Cap $ (Mil)]
Top :20 PlusTies
Deblank [Total Return 26-Week]
Sort Descending [Total Return 26-Week]
; Top :10
End

http://backtest.org/SBQ7bplowb...
Define {PLOWBKLD}
Uses [% Retained to Common Equity] [% Debt/Capital Latest Qtr] [Total Return 26-Week]
Deblank [% Retained to Common Equity] [% Debt/Capital Latest Qtr] [Total Return 26-Week]
Keep :[% Retained to Common Equity]>=25
Keep :[% Debt/Capital Latest Qtr]<=40
Sort Descending [Total Return 26-Week]
; Top :10
End

http://backtest.org/SBT12XQ7bp...
Define {PLOWBVS}
Uses [Timeliness Rank] [Industry Rank] [Technical Rank] [Total Return 13-Week] [Stock Price] [Book Value per share] [% Retained to Common Equity]
Deblank [Timeliness Rank] [Industry Rank] [Technical Rank] [Total Return 13-Week]
Keep :[Timeliness Rank]<=2
Keep :[Industry Rank]<=35
Keep :[Technical Rank]<=2
Sort Descending [Total Return 13-Week]
Top :50 PlusTies
Deblank [Stock Price] [Book Value per share] [% Retained to Common Equity]
Keep :AND([Stock Price]<>0,[Book Value per share]<>0)
Create [PlowBVS] :[% Retained to Common Equity]/([Stock Price]/[Book Value per share])
Sort Descending [PlowBVS]
; Top :5
End

http://backtest.org/SBT12XQ7bp...
Define {PLOWEG5_RS631}
Uses [Timeliness Rank] [Technical Rank] [Total Return 26-Week] [Total Return 13-Week] [Total Return 4-Week] [% Retained to Common Equity] [EPS Growth 5-Year] [Current P/E Ratio]
Deblank [Timeliness Rank] [Technical Rank] [Total Return 26-Week] [Total Return 13-Week] [Total Return 4-Week]
Keep :[Timeliness Rank]<=2
Keep :[Technical Rank]<=2
Create [Formula1] :[Total Return 26-Week]+[Total Return 13-Week]+[Total Return 4-Week]
Sort Descending [Formula1]
Top :50 PlusTies
Deblank [% Retained to Common Equity] [EPS Growth 5-Year] [Current P/E Ratio]
Keep :[% Retained to Common Equity]>0
Keep :[EPS Growth 5-Year]>0
Keep :AND([Current P/E Ratio]<>0,[Current P/E Ratio]<100)
Create [Formula2] :([EPS Growth 5-Year]+[% Retained to Common Equity])/[Current P/E Ratio]
Sort Descending [Formula2]
; Top :5
End

http://backtest.org/SBT12XQ7bp...
Define {PLOWLD_NRS}
Uses [Timeliness Rank] [Technical Rank] [% Debt/Capital Latest Qtr] [Current P/E Ratio] [% Retained to Common Equity]
Deblank [Timeliness Rank] [Technical Rank] [% Debt/Capital Latest Qtr] [Current P/E Ratio] [% Retained to Common Equity]
Keep :[Timeliness Rank]<=2
Keep :[Technical Rank]<3
Keep :[% Debt/Capital Latest Qtr]>0
Keep :AND([Current P/E Ratio]>0,[Current P/E Ratio]<100)
Create [Formula1] :([% Retained to Common Equity]-[% Debt/Capital Latest Qtr])/[Current P/E Ratio]
Sort Descending [Formula1]
; Top :5
End

http://backtest.org/SBT12XQ7bp...
Define {PLOWPBV}
Uses [Timeliness Rank] [Industry Rank] [Technical Rank] [Total Return 13-Week] [Price to Book Value] [% Retained to Common Equity]
Deblank [Timeliness Rank] [Industry Rank] [Technical Rank] [Total Return 13-Week]
Keep :[Timeliness Rank]<=2
Keep :[Industry Rank]<=35
Keep :[Technical Rank]<=2
Sort Descending [Total Return 13-Week]
Top :50 PlusTies
Deblank [Price to Book Value] [% Retained to Common Equity]
Keep :[Price to Book Value]<>0
Create [Formula1] :[% Retained to Common Equity]/[Price to Book Value]
Sort Descending [Formula1]
; Top :5
End

http://backtest.org/SBT12XQ7bp...
Define {PLOW_PE2MOD}
Uses [Timeliness Rank] [Total Return 13-Week] [Total Return 26-Week] [Current P/E Ratio] [Return on Shareholders Equity] [% Retained to Common Equity] [% EPS 12-Month Chg Latest Qtr] [Proj EPS Growth Rate]
Deblank [Timeliness Rank] [Total Return 13-Week] [Total Return 26-Week]
Keep :[Timeliness Rank]<=2
Create [Formula1] :[Total Return 13-Week]+[Total Return 26-Week]
Sort Descending [Formula1]
Top :15 PlusTies
Deblank [Current P/E Ratio] [Return on Shareholders Equity] [% Retained to Common Equity] [% EPS 12-Month Chg Latest Qtr] [Proj EPS Growth Rate]
Keep :AND([Current P/E Ratio]<>0,[Current P/E Ratio]<100)
Create [Formula2] :([Return on Shareholders Equity]+[% Retained to Common Equity]+[% EPS 12-Month Chg Latest Qtr]+[Proj EPS Growth Rate])/[Current P/E Ratio]
Sort Descending [Formula2]
; Top :5
End

http://backtest.org/SBQ7bplowr...
Define {PLOWRSW}
Uses [% Retained to Common Equity] [Market Cap $ (Mil)] [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year]
Deblank [% Retained to Common Equity] [Market Cap $ (Mil)]
Keep :[% Retained to Common Equity]>25
Sort Descending [Market Cap $ (Mil)]
Top :20 PlusTies
Deblank [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year]
Create [RSW] :.4*[Total Return 13-Week]+.3*[Total Return 26-Week]+.3*[Total Return 1-Year]
Sort Descending [RSW]
; Top :10
End

http://backtest.org/SBT15XQ7bp...
Define {PST_5/10}
Uses [Timeliness Rank] [Beta] [Price Stability Rank] [Total Return 26-Week] [EPS Growth 5-Year] [% EPS Chg from Last Qtr] [Proj EPS Growth Rate]
Deblank [Timeliness Rank] [Beta] [Price Stability Rank] [Total Return 26-Week]
Keep :[Timeliness Rank]<=5
Keep :[Beta]<>0
Create [Formula1] :[Price Stability Rank]/[Beta]
Sort Ascending [Formula1] Ascending [Total Return 26-Week]
Top :500 PlusTies
Deblank [EPS Growth 5-Year] [% EPS Chg from Last Qtr] [Proj EPS Growth Rate]
Keep :([EPS Growth 5-Year]+[% EPS Chg from Last Qtr]+[Proj EPS Growth Rate])/3>=15
Sort Descending [Total Return 26-Week]
; Top :5
End

http://backtest.org/SBT12XQ7br...
Define {R13_EG}
Uses [Timeliness Rank] [Technical Rank] [Total Return 13-Week] [Total Return 4-Week] [Current P/E Ratio] [EPS Growth 5-Year] [% EPS Chg from Last Qtr] [Proj EPS Growth Rate]
Deblank [Timeliness Rank] [Technical Rank] [Total Return 13-Week]
Keep :[Timeliness Rank]<=2
Keep :[Technical Rank]<=2
Sort Descending [Total Return 13-Week]
Top :50 PlusTies
Deblank [Total Return 4-Week] [Current P/E Ratio] [EPS Growth 5-Year] [% EPS Chg from Last Qtr] [Proj EPS Growth Rate]
Keep :[Total Return 4-Week]>0
Keep :AND([Current P/E Ratio]<>0,[Current P/E Ratio]<100)
Create [R13] :([EPS Growth 5-Year]+[% EPS Chg from Last Qtr]+[Proj EPS Growth Rate])/[Current P/E Ratio]
Sort Descending [R13]
; Top :5
End

http://backtest.org/SBT12XQ7br...
Define {R13_EG_E}
Uses [Timeliness Rank] [Technical Rank] [EPS Growth 5-Year] [Total Return 13-Week] [Total Return 4-Week] [Current P/E Ratio] [% EPS Chg from Last Qtr] [Proj EPS Growth Rate]
Deblank [Timeliness Rank] [Technical Rank] [EPS Growth 5-Year] [Total Return 13-Week]
Keep :[Timeliness Rank]<=2
Keep :[Technical Rank]<=2
Keep :[EPS Growth 5-Year]>0
Sort Descending [Total Return 13-Week]
Top :25 PlusTies
Deblank [Total Return 4-Week] [Current P/E Ratio] [% EPS Chg from Last Qtr] [Proj EPS Growth Rate]
Keep :[Total Return 4-Week]>0
Keep :AND([Current P/E Ratio]<>0,[Current P/E Ratio]<100)
Create [R13] :([EPS Growth 5-Year]+[% EPS Chg from Last Qtr]+[Proj EPS Growth Rate])/[Current P/E Ratio]
Sort Descending [R13]
; Top :10
End

http://backtest.org/SBT12XQ7br...
Define {R13_EG2}
Uses [Timeliness Rank] [Technical Rank] [EPS Growth 5-Year] [Proj EPS Growth Rate] [Total Return 13-Week] [Total Return 4-Week] [Current P/E Ratio] [% EPS Chg from Last Qtr]
Deblank [Timeliness Rank] [Technical Rank] [EPS Growth 5-Year] [Proj EPS Growth Rate] [Total Return 13-Week]
Keep :[Timeliness Rank]<=2
Keep :[Technical Rank]<=2
Keep :OR([EPS Growth 5-Year]>0,[Proj EPS Growth Rate]>0)
Sort Descending [Total Return 13-Week]
Top :50 PlusTies
Deblank [Total Return 4-Week] [Current P/E Ratio] [% EPS Chg from Last Qtr]
Keep :[Total Return 4-Week]>0
Keep :AND([Current P/E Ratio]<>0,[Current P/E Ratio]<100)
Create [Formula1] :([EPS Growth 5-Year]*[Proj EPS Growth Rate]+[% EPS Chg from Last Qtr])/[Current P/E Ratio]
Sort Descending [Formula1]
; Top :5
End

http://www.backtest.org/SBT15X...
Define {REIT}
Uses [Timeliness Rank] [Industry] [% Current Yield] [Total Return 1-Week]
Deblank [Timeliness Rank] [Industry] [% Current Yield]
Keep :[Timeliness Rank]<=5
Keep :[Industry]="reit"
Sort Descending [% Current Yield]
Top :6 PlusTies
Deblank [Total Return 1-Week]
Sort Ascending [Total Return 1-Week]
; Top :3
End

http://backtest.org/SBT12XQ7br...
Define {REP}
Uses [Timeliness Rank] [Technical Rank] [Total Return 13-Week] [Current P/E Ratio] [EPS Growth 5-Year] [% EPS Chg from Last Qtr] [Proj EPS Growth Rate] [% Retained to Common Equity]
Deblank [Timeliness Rank] [Technical Rank] [Total Return 13-Week]
Keep :[Timeliness Rank]<=2
Keep :[Technical Rank]<=2
Sort Descending [Total Return 13-Week]
Top :50 PlusTies
Deblank [Current P/E Ratio] [EPS Growth 5-Year] [% EPS Chg from Last Qtr] [Proj EPS Growth Rate] [% Retained to Common Equity]
Keep :AND([Current P/E Ratio]<>0,[Current P/E Ratio]<100)
Create [Formula1] :(1+[EPS Growth 5-Year]/100)*(1+[% EPS Chg from Last Qtr]/100)*(1+[Proj EPS Growth Rate]/100)*(1+[% Retained to Common Equity]/100)/[Current P/E Ratio]
Sort Descending [Formula1]
; Top :5
End

http://backtest.org/SBT12XQ7br...
Define {REV}
Uses [Timeliness Rank] [Technical Rank] [Total Return 4-Week] [Current P/E Ratio] [EPS Growth 5-Year] [Proj EPS Growth Rate] [Total Return 13-Week]
Deblank [Timeliness Rank] [Technical Rank] [Total Return 4-Week] [Current P/E Ratio] [EPS Growth 5-Year] [Proj EPS Growth Rate] [Total Return 13-Week]
Keep :[Timeliness Rank]<=2
Keep :[Technical Rank]<=2
Keep :[Total Return 4-Week]>0
Keep :AND([Current P/E Ratio]<>0,[Current P/E Ratio]<100)
Create [Formula1] :(([EPS Growth 5-Year]+[Proj EPS Growth Rate])/[Current P/E Ratio])*[Total Return 13-Week]
Sort Descending [Formula1]
; Top :5
End

http://backtest.org/SBQ7broc_r...
Define {ROC_RS26WK}
Uses [Return on Total Capital] [Market Cap $ (Mil)] [Total Return 26-Week]
Deblank [Return on Total Capital] [Market Cap $ (Mil)]
Keep :[Return on Total Capital]>=25
Sort Descending [Market Cap $ (Mil)]
Top :20 PlusTies
Deblank [Total Return 26-Week]
Sort Descending [Total Return 26-Week]
; Top :5
End

http://backtest.org/SBQ7broepl...
Define {ROEPLOW}
Uses [Domicile Code] [Div'd Yield] [% Retained to Common Equity] [Market Cap $ (Mil)] [Total Return 26-Week]
Deblank [Domicile Code] [Div'd Yield] [% Retained to Common Equity] [Market Cap $ (Mil)]
Keep :[Domicile Code]="us"
Keep :[Div'd Yield]=0
Keep :[% Retained to Common Equity]>20
Sort Descending [Market Cap $ (Mil)]
Top :15 PlusTies
Deblank [Total Return 26-Week]
Sort Descending [Total Return 26-Week]
; Top :5
End

http://backtest.org/SBQ7broicQ...
Define {ROIC}
Uses [Return on Total Capital] [Market Cap $ (Mil)] [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year]
Deblank [Return on Total Capital] [Market Cap $ (Mil)]
Keep :[Return on Total Capital]>=25
Sort Descending [Market Cap $ (Mil)]
Top :20 PlusTies
Deblank [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year]
Create [RSW] :.4*[Total Return 13-Week]+.3*[Total Return 26-Week]+.3*[Total Return 1-Year]
Sort Descending [RSW]
; Top :5
End

http://backtest.org/SBT11XQ7br...
Define {RS13WK}
Uses [Timeliness Rank] [Total Return 13-Week]
Deblank [Timeliness Rank] [Total Return 13-Week]
Keep :[Timeliness Rank]=1
Sort Descending [Total Return 13-Week]
; Top :10
End

http://backtest.org/SBT12XQ7br...
Define {RS13WKT12}
Uses [Timeliness Rank] [Total Return 13-Week]
Deblank [Timeliness Rank] [Total Return 13-Week]
Keep :[Timeliness Rank]<=2
Sort Descending [Total Return 13-Week]
; Top :10
End

http://backtest.org/SBT11XQ7br...
Define {RS1WK}
Uses [Timeliness Rank] [Total Return 1-Week]
Deblank [Timeliness Rank] [Total Return 1-Week]
Keep :[Timeliness Rank]=1
Sort Descending [Total Return 1-Week]
; Top :5
End

http://backtest.org/SBT12XQ7br...
Define {RS2020}
Uses [Timeliness Rank] [Total Return 13-Week] [Total Return 4-Week]
Deblank [Timeliness Rank] [Total Return 13-Week]
Keep :[Timeliness Rank]<=2
Sort Descending [Total Return 13-Week]
Top :20% PlusTies
Deblank [Total Return 4-Week]
Sort Descending [Total Return 4-Week]
; Top :5
End

http://backtest.org/SBT11XQ7br...
Define {RS26WK}
Uses [Timeliness Rank] [Total Return 26-Week]
Deblank [Timeliness Rank] [Total Return 26-Week]
Keep :[Timeliness Rank]=1
Sort Descending [Total Return 26-Week]
; Top :10
End

http://backtest.org/SBT12XQ7br...
Define {RS26WKT12}
Uses [Timeliness Rank] [Total Return 26-Week]
Deblank [Timeliness Rank] [Total Return 26-Week]
Keep :[Timeliness Rank]<=2
Sort Descending [Total Return 26-Week]
; Top :10
End

http://backtest.org/SBT11XQ7br...
Define {RS4WK}
Uses [Timeliness Rank] [Total Return 4-Week]
Deblank [Timeliness Rank] [Total Return 4-Week]
Keep :[Timeliness Rank]=1
Sort Descending [Total Return 4-Week]
; Top :10
End

http://backtest.org/SBT12XQ7br...
Define {RS4WKT12}
Uses [Timeliness Rank] [Total Return 4-Week]
Deblank [Timeliness Rank] [Total Return 4-Week]
Keep :[Timeliness Rank]<=2
Sort Descending [Total Return 4-Week]
; Top :10
End

http://backtest.org/SBT11XQ7br...
Define {RS52WK}
Uses [Timeliness Rank] [Total Return 1-Year]
Deblank [Timeliness Rank] [Total Return 1-Year]
Keep :[Timeliness Rank]=1
Sort Descending [Total Return 1-Year]
; Top :10
End

http://backtest.org/SBT12XQ7br...
Define {RS52WKT12}
Uses [Timeliness Rank] [Total Return 1-Year]
Deblank [Timeliness Rank] [Total Return 1-Year]
Keep :[Timeliness Rank]<=2
Sort Descending [Total Return 1-Year]
; Top :10
End

http://backtest.org/SBT11XQ7br...
Define {RSCAP}
Uses [Timeliness Rank] [Total Return 1-Year] [Market Cap $ (Mil)]
Deblank [Timeliness Rank] [Total Return 1-Year]
Keep :[Timeliness Rank]=1
Sort Descending [Total Return 1-Year]
Top :15 PlusTies
Deblank [Market Cap $ (Mil)]
Sort Descending [Market Cap $ (Mil)]
; Top :10
End

http://backtest.org/SBT12XQ7br...
Define {RSEG-rgonsal}
Uses [Timeliness Rank] [Technical Rank] [Total Return 13-Week] [Total Return 4-Week] [Current P/E Ratio] [Proj EPS Growth Rate] [EPS Growth 5-Year] [% EPS Chg from Last Qtr]
Deblank [Timeliness Rank] [Technical Rank] [Total Return 13-Week]
Keep :[Timeliness Rank]<=2
Keep :[Technical Rank]<=2
Sort Descending [Total Return 13-Week]
Top :50 PlusTies
Deblank [Total Return 4-Week] [Current P/E Ratio] [Proj EPS Growth Rate] [EPS Growth 5-Year] [% EPS Chg from Last Qtr]
Keep :[Total Return 4-Week]>=0
Keep :AND([Current P/E Ratio]<>0,[Current P/E Ratio]<100)
Create [Formula1] :(3*[Proj EPS Growth Rate]+2*[EPS Growth 5-Year]+[% EPS Chg from Last Qtr])/[Current P/E Ratio]
Sort Descending [Formula1]
; Top :10
End

http://backtest.org/SBT11XQ7br...
Define {RSEP}
Uses [Timeliness Rank] [Current EPS] [Total Return 13-Week] [Total Return 26-Week] [% EPS Chg from Last Qtr] [Proj EPS Growth Rate] [Stock Price]
Deblank [Timeliness Rank] [Current EPS] [Total Return 13-Week]
Keep :[Timeliness Rank]=1
Keep :[Current EPS]>0
Sort Descending [Total Return 13-Week]
Top :20 PlusTies
Deblank [Total Return 26-Week]
Sort Descending [Total Return 26-Week]
Top :10 PlusTies
Deblank [% EPS Chg from Last Qtr]
Sort Descending [% EPS Chg from Last Qtr]
Top :8 PlusTies
Deblank [Proj EPS Growth Rate] [Stock Price]
Keep :[Proj EPS Growth Rate]<>0
Create [Formula1] :([Stock Price]/[Current EPS])/[Proj EPS Growth Rate]
Sort Ascending [Formula1]
; Top :5
End

http://backtest.org/SBT11XQ7br...
Define {RSPEG1}
Uses [Timeliness Rank] [Stock Price] [High Price 52-Week] [Total Return 13-Week] [Total Return 26-Week] [Current P/E Ratio] [Proj EPS Growth Rate]
Deblank [Timeliness Rank] [Stock Price] [High Price 52-Week] [Total Return 13-Week]
Keep :[Timeliness Rank]=1
Keep :[Stock Price]>=.85*[High Price 52-Week]
Sort Descending [Total Return 13-Week]
Top :20 PlusTies
Deblank [Total Return 26-Week]
Sort Descending [Total Return 26-Week]
Top :10 PlusTies
Deblank [Current P/E Ratio] [Proj EPS Growth Rate]
Keep :AND([Current P/E Ratio]>0,[Current P/E Ratio]<100)
Keep :[Proj EPS Growth Rate]>0
Create [PEG] :[Current P/E Ratio]/[Proj EPS Growth Rate]
Sort Ascending [PEG] Descending [Proj EPS Growth Rate]
; Top :10
End

http://backtest.org/SBT12XQ7br...
Define {RSPEG2}
Uses [Timeliness Rank] [Stock Price] [High Price 52-Week] [Total Return 13-Week] [Total Return 26-Week] [Current P/E Ratio] [Proj EPS Growth Rate]
Deblank [Timeliness Rank] [Stock Price] [High Price 52-Week] [Total Return 13-Week]
Keep :[Timeliness Rank]<=2
Keep :[Stock Price]>=.85*[High Price 52-Week]
Sort Descending [Total Return 13-Week]
Top :30 PlusTies
Deblank [Total Return 26-Week]
Sort Descending [Total Return 26-Week]
Top :20 PlusTies
Deblank [Current P/E Ratio] [Proj EPS Growth Rate]
Keep :AND([Current P/E Ratio]>0,[Current P/E Ratio]<100)
Keep :[Proj EPS Growth Rate]>0
Create [PEG] :[Current P/E Ratio]/[Proj EPS Growth Rate]
Sort Ascending [PEG] Descending [Proj EPS Growth Rate]
; Top :10
End

http://backtest.org/SBT12XQ7br...
Define {RSPS}
Uses [Timeliness Rank] [Price/Sales Ratio] [Stock Price] [High Price 52-Week] [Total Return 13-Week]
Deblank [Timeliness Rank] [Price/Sales Ratio]
Keep :[Timeliness Rank]<=2
Sort Ascending [Price/Sales Ratio]
Top :85% PlusTies
Deblank [Stock Price] [High Price 52-Week] [Total Return 13-Week]
Keep :[Stock Price]>=.85*[High Price 52-Week]
Sort Descending [Total Return 13-Week]
; Top :5
End

http://backtest.org/SBT11XQ7br...
Define {RSW}
Uses [Timeliness Rank] [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year]
Deblank [Timeliness Rank] [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year]
Keep :[Timeliness Rank]=1
Create [RSW] :.4*[Total Return 13-Week]+.3*[Total Return 26-Week]+.3*[Total Return 1-Year]
Sort Descending [RSW]
; Top :10
End

http://backtest.org/SBQ7brswep...
Define {RSWEPS}
Uses [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year] [% EPS Chg from Last Qtr]
Deblank [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year]
Create [RSW] :.4*[Total Return 13-Week]+.3*[Total Return 26-Week]+.3*[Total Return 1-Year]
Sort Descending [RSW]
Top :30 PlusTies
Deblank [% EPS Chg from Last Qtr]
Sort Descending [% EPS Chg from Last Qtr]
; Top :10
End

http://www.backtest.org/SBsftE...
Define {SAFETY_BOUNCE}
Uses [Safety Rank] [Stock Price] [Low Price 52-Week] [Total Return 4-Week]
Deblank [Safety Rank] [Stock Price] [Low Price 52-Week] [Total Return 4-Week]
Keep :[Safety Rank]=1
Keep :[Stock Price]<([Low Price 52-Week]*1.13)
Sort Descending [Total Return 4-Week]
; Top :14
End

http://backtest.org/SBT12XQ7bS...
Define {Screamers}
Uses [Timeliness Rank] [Stock Price] [High Price 52-Week] [Total Return 1-Year] [Total Return 4-Week]
Deblank [Timeliness Rank] [Stock Price] [High Price 52-Week] [Total Return 1-Year]
Keep :[Timeliness Rank]<=2
Keep :[Stock Price]>.9*[High Price 52-Week]
Sort Descending [Total Return 1-Year]
Top :67% PlusTies
Deblank [Total Return 4-Week]
Sort Descending [Total Return 4-Week]
; Top :5
End

http://backtest.org/SBT55XQ7bs...
Define {SHORT_A}
Uses [Timeliness Rank] [Stock Price] [Technical Rank] [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year]
Deblank [Timeliness Rank] [Stock Price] [Technical Rank] [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year]
Keep :[Timeliness Rank]=5
Keep :[Stock Price]>5
Keep :[Technical Rank]=5
Create [RSW] :.4*[Total Return 13-Week]+.3*[Total Return 26-Week]+.3*[Total Return 1-Year]
Sort Ascending [RSW]
; Top :5
End

http://backtest.org/SBT45XQ7bs...
Define {SHORT_ALTMAN_Z}
Uses [Timeliness Rank] [Stock Price] [Net Income] [Total Assets] [Market Cap $ (Mil)] [Total Current Liabilities] [Long-Term Debt] [Reported Annual Sales] [Total Return 1-Year]
Deblank [Timeliness Rank] [Stock Price] [Net Income] [Total Assets] [Market Cap $ (Mil)] [Total Current Liabilities] [Long-Term Debt] [Reported Annual Sales]
Keep :AND([Timeliness Rank]>=4,[Timeliness Rank]<=5)
Keep :[Stock Price]>5
Create [Formula1] :(3.3*([Net Income]/[Total Assets])+.6*([Market Cap $ (Mil)]/([Total Current Liabilities]+[Long-Term Debt]))+([Reported Annual Sales]/[Total Assets]))
Sort Ascending [Formula1]
Top :20 PlusTies
Deblank [Total Return 1-Year]
Sort Ascending [Total Return 1-Year]
; Top :5
End

http://backtest.org/SBQ7bshort...
Define {SHORT_B}
Uses [Stock Price] [Total Return 1-Year]
Deblank [Stock Price] [Total Return 1-Year]
Keep :[Stock Price]>5
Sort Ascending [Total Return 1-Year]
; Top :5
End

http://backtest.org/SBQ7bshort...
Define {SHORT_C}
Uses [Stock Price] [Total Return 1-Year]
Deblank [Stock Price] [Total Return 1-Year]
Keep :[Stock Price]>5
Keep :[Stock Price]<10
Sort Ascending [Total Return 1-Year]
; Top :10
End

http://backtest.org/SBT55XQ7bs...
Define {SHORT_DCB}
Uses [Timeliness Rank] [Stock Price] [Total Return 4-Week]
Deblank [Timeliness Rank] [Stock Price] [Total Return 4-Week]
Keep :[Timeliness Rank]=5
Keep :[Stock Price]>7.75
Sort Descending [Total Return 4-Week]
; Top :5
End

http://backtest.org/SBQ7bshort...
Define {SHORT_K}
Uses [Current P/E Ratio] [Cash Flow Growth 1-Year] [Cash Flow Growth 5-Year] [Stock Price] [Total Return 26-Week] [Proj EPS Growth Rate]
Deblank [Current P/E Ratio] [Cash Flow Growth 1-Year] [Cash Flow Growth 5-Year] [Stock Price] [Total Return 26-Week]
Keep :AND([Current P/E Ratio]>=10,[Current P/E Ratio]<100)
Keep :[Cash Flow Growth 1-Year]<=0
Keep :[Cash Flow Growth 5-Year]<=10
Keep :[Stock Price]>=10
Sort Ascending [Total Return 26-Week]
Top :25 PlusTies
Deblank [Proj EPS Growth Rate]
Sort Descending [Proj EPS Growth Rate]
; Top :10
End

http://backtest.org/SBQ7bshort...
Define {SHORT_M}
Uses [Stock Price] [Current EPS] [High Price 52-Week]
Deblank [Stock Price] [Current EPS] [High Price 52-Week]
Keep :[Stock Price]>5
Keep :[Current EPS]<0
Keep :[High Price 52-Week]<>0
Create [Formula1] :[Stock Price]/[High Price 52-Week]
Sort Ascending [Formula1]
; Top :5
End

http://backtest.org/SBQ7bshort...
Define {SHORT_V}
Uses [Stock Price] [Free Cash Flow] [Div'd Yield] [Total Return 1-Year] [Total Return 26-Week] [Total Return 13-Week] [Total Return 4-Week]
Deblank [Stock Price] [Free Cash Flow] [Div'd Yield] [Total Return 1-Year] [Total Return 26-Week] [Total Return 13-Week] [Total Return 4-Week]
Keep :[Stock Price]>5
Keep :[Free Cash Flow]<=0
Keep :[Div'd Yield]<=0
Keep :[Total Return 1-Year]<0
Keep :[Total Return 26-Week]<0
Keep :[Total Return 13-Week]<0
Keep :[Total Return 4-Week]<20
Sort Ascending [Total Return 1-Year]
; Top :5
End

http://backtest.org/SBT12XQ7bs...
Define {SLS_RS13}
Uses [Timeliness Rank] [Reported Annual Sales] [Total Return 13-Week]
Deblank [Timeliness Rank] [Reported Annual Sales]
Keep :[Timeliness Rank]<=2
Sort Descending [Reported Annual Sales]
Top :20% PlusTies
Deblank [Total Return 13-Week]
Sort Descending [Total Return 13-Week]
; Top :5
End

http://backtest.org/SBT12XQ7bs...
Define {SLS_RS26}
Uses [Timeliness Rank] [Reported Annual Sales] [Total Return 26-Week]
Deblank [Timeliness Rank] [Reported Annual Sales]
Keep :[Timeliness Rank]<=2
Sort Descending [Reported Annual Sales]
Top :20% PlusTies
Deblank [Total Return 26-Week]
Sort Descending [Total Return 26-Week]
; Top :5
End

http://backtest.org/SBT13XQ7bs...
Define {SPARK}
Uses [Timeliness Rank] [% EPS 12-Month Chg Latest Qtr] [% EPS Chg from Last Qtr] [Est % EPS Chg Fiscal Year] [Total Return 26-Week] [Market Cap $ (Mil)]
Deblank [Timeliness Rank] [% EPS 12-Month Chg Latest Qtr] [% EPS Chg from Last Qtr] [Est % EPS Chg Fiscal Year] [Total Return 26-Week] [Market Cap $ (Mil)]
Keep :[Timeliness Rank]<=3
Keep :[% EPS 12-Month Chg Latest Qtr]>=20
Keep :[% EPS Chg from Last Qtr]>=20
Keep :[Est % EPS Chg Fiscal Year]>=29
Keep :[Total Return 26-Week]>=20
Sort Descending [Market Cap $ (Mil)]
; Top :10
End

http://backtest.org/SBT13XQ7bs...
Define {SPARKRSW}
Uses [Timeliness Rank] [% EPS 12-Month Chg Latest Qtr] [% EPS Chg from Last Qtr] [Est % EPS Chg Fiscal Year] [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year] [Market Cap $ (Mil)]
Deblank [Timeliness Rank] [% EPS 12-Month Chg Latest Qtr] [% EPS Chg from Last Qtr] [Est % EPS Chg Fiscal Year] [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year] [Market Cap $ (Mil)]
Keep :[Timeliness Rank]<=3
Keep :[% EPS 12-Month Chg Latest Qtr]>=20
Keep :[% EPS Chg from Last Qtr]>=20
Keep :[Est % EPS Chg Fiscal Year]>=29
Keep :.4*[Total Return 13-Week]+.3*[Total Return 26-Week]+.3*[Total Return 1-Year]>=20
Sort Descending [Market Cap $ (Mil)]
; Top :10
End

http://backtest.org/SBT12XQ7bt...
Define {TA_A}
Uses [Timeliness Rank] [Technical Rank] [Total Return 1-Year] [Total Return 4-Week]
Deblank [Timeliness Rank] [Technical Rank] [Total Return 1-Year] [Total Return 4-Week]
Keep :[Timeliness Rank]<=2
Keep :[Technical Rank]<3
Create [TR52-4] :(([Total Return 1-Year]+100)/([Total Return 4-Week]+100))-1
Sort Descending [TR52-4]
Top :100 PlusTies
Sort Descending [Total Return 4-Week]
; Top :5
End

http://backtest.org/SBT15XQ7bt...
Define {TK1_R52}
Uses [Timeliness Rank] [Technical Rank] [Total Return 1-Year]
Deblank [Timeliness Rank] [Technical Rank] [Total Return 1-Year]
Keep :[Timeliness Rank]<=5
Keep :[Technical Rank]=1
Sort Descending [Total Return 1-Year]
; Top :5
End

http://backtest.org/SBT12XQ7bt...
Define {TK2_R52}
Uses [Timeliness Rank] [Technical Rank] [Total Return 1-Year]
Deblank [Timeliness Rank] [Technical Rank] [Total Return 1-Year]
Keep :[Timeliness Rank]<=2
Keep :[Technical Rank]=1
Sort Descending [Total Return 1-Year]
; Top :5
End

http://backtest.org/SBT12XQ7bt...
Define {TPEG13}
Uses [Timeliness Rank] [Total Return 13-Week] [Current P/E Ratio] [Proj EPS Growth Rate]
Deblank [Timeliness Rank] [Total Return 13-Week]
Keep :[Timeliness Rank]<=2
Sort Descending [Total Return 13-Week]
Top :25 PlusTies
Deblank [Current P/E Ratio]
Keep :[Current P/E Ratio]<100
Sort Ascending [Current P/E Ratio]
Top :10 PlusTies
Deblank [Proj EPS Growth Rate]
Sort Descending [Proj EPS Growth Rate] Descending [Total Return 13-Week]
; Top :10
End

http://backtest.org/SBT12XQ7bt...
Define {TREPPE}
Uses [Timeliness Rank] [Technical Rank] [Total Return 13-Week] [Stock Price] [EPS Growth 5-Year] [Proj EPS Growth Rate] [Current EPS]
Deblank [Timeliness Rank] [Technical Rank] [Total Return 13-Week]
Keep :[Timeliness Rank]<=2
Keep :[Technical Rank]<=2
Sort Descending [Total Return 13-Week]
Top :50 PlusTies
Deblank [Stock Price] [EPS Growth 5-Year] [Proj EPS Growth Rate] [Current EPS]
Keep :[Stock Price]<>0
Create [Treppe] :(1+[EPS Growth 5-Year]/100)*(1+[Proj EPS Growth Rate]/100)*[Current EPS]/[Stock Price]
Sort Descending [Treppe]
; Top :5
End

http://backtest.org/SBT12XQ7bt...
Define {TREPPE_E}
Uses [Timeliness Rank] [Technical Rank] [EPS Growth 5-Year] [Total Return 13-Week] [Stock Price] [Proj EPS Growth Rate] [Current EPS]
Deblank [Timeliness Rank] [Technical Rank] [EPS Growth 5-Year] [Total Return 13-Week]
Keep :[Timeliness Rank]<=2
Keep :[Technical Rank]<=2
Keep :[EPS Growth 5-Year]>0
Sort Descending [Total Return 13-Week]
Top :25 PlusTies
Deblank [Stock Price] [Proj EPS Growth Rate] [Current EPS]
Keep :[Stock Price]<>0
Create [Treppe] :(1+[EPS Growth 5-Year]/100)*(1+[Proj EPS Growth Rate]/100)*[Current EPS]/[Stock Price]
Sort Descending [Treppe]
; Top :7
End

http://backtest.org/SBT11XQ7bt...
Define {TTI}
Uses [Timeliness Rank] [Technical Rank] [Total Return 26-Week] [Industry Rank]
Deblank [Timeliness Rank] [Technical Rank] [Total Return 26-Week]
Keep :[Timeliness Rank]=1
Keep :[Technical Rank]=1
Sort Descending [Total Return 26-Week]
Top :10 PlusTies
Deblank [Industry Rank]
Sort Descending [Industry Rank]
; Top :5
End

http://backtest.org/SBQ7btvalu...
Define {TVALUE}
Uses [% EPS 12-Month Chg Latest Qtr] [Current P/E Ratio] [Total Return 26-Week]
Deblank [% EPS 12-Month Chg Latest Qtr] [Current P/E Ratio]
Keep :[% EPS 12-Month Chg Latest Qtr]>5
Keep :[Current P/E Ratio]>0
Sort Ascending [Current P/E Ratio]
Top :25 PlusTies
Deblank [Total Return 26-Week]
Sort Descending [Total Return 26-Week]
; Top :20 ; Top :20
End