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Investment Strategies / Mechanical Investing
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Author: rayvt 🐝  😊 😞
Number: of 5503 
Subject: Re: GTR1: rrs vs. rsi
Date: 05/03/26 1:58 PM
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I don't use GTR1 as a screener tool. And maybe nobody can right now? as the database seemed to stop being updated on 11/18/2025.

I've only used GTR1 as a backtesting tool, preferably using parameters that can be easily gotten from various data sources available on the internet.

rrs and rsi are not freely available, they seem to be GTR1-only.
With a bit of work, tr (total return = return including dividends) can be found.

Relative strength (price today vs. price NN days/weeks ago) is readily available, especially for common lookbacks of 1 year, half year, quarter, month. Other periods, such as 10 months, can be computed with a little bit of work.

So for using it to backtest with parameter values I can easily get, it seems like the best rule to use would be "ratio(aprc(1,1),aprc(1,252)) top 10"

Actually, and interestingly, 1 year lookback backtests for Nasdaq100 using rrs, rsi, trm, and price-only (aprc) all show similar backtest results.
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