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Investment Strategies / Mechanical Investing
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Author: TPOTO-2023   😊 😞
Number: of 3957 
Subject: Re: Rankings for 3Apr2023
Date: 05/02/2023 3:36 PM
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No. of Recommendations: 15
Thanks to elann for doing that-

So, after a month, how did screens/stocks do?

Of the 194 screens, looking only at the the first three positions,
these five did the best over April.

	       Ticker	Return	Ticker	Ret.  	Ticker	Ret.	Average
Value_EG TPH 12% TMHC 12% PHM 14% 12.7%
SHORT_A BAX 19% TNDM 0% AKAM 5% 8.3%
TVALUE TPH 12% MTH 7% GPI 0% 6.3%
GAR4 DKNG 15% SKY 2% CRM 1% 6.0%
GAR4pbvlt3 DKNG 15% SKY 2% CRM 1% 6.0%

and the worst five:

RS26WKT12	OII	-3%	ALGM	-25%	ACLS	-11%	-13.0%
RSWEPS PBF -20% MTW -9% RMBS -12% -13.6%
SmoothAndCheap ARCH -10% CALM -19% WN.TO -15% -14.8%
SHORT_B UHAL 3% CVNA -25% GDRX -22% -14.9%
RSPS ACLS -11% STM -19% CRUS -20% -16.6%

If you invested in all of the screens (pos 1-3), only 14% would have
beat the SPY ETF for the month.

Some of the top stocks:

BAX	19.3%
HOUS 18.6%
CMPR 15.1%
DKNG 15.1%
ALGT 14.5%
PHM 13.8%
TMHC 12.4%
TPH 11.8%
ELF 11.4%
CMCSA 9.7%
NEU 9.3%
WSO 9.0%
IBP 9.0%
JKHY 8.5%

And a few of the worst ones:
WIRE	-15.4%
LSCC -16.5%
CTS -17.0%
VLO -17.2%
CALM -18.9%
STM -18.9%
PBF -19.6%
CRUS -20.3%
GDRX -22.3%
ALGM -25.3%
CVNA -25.3%
PI -33.4%

Of the 177 unique stocks (of all the screens position 1 to 3)
120 returned less than the the SPY return for the month, 1.7%.
57 returned more.

and a histogram of the stocks:
	Bin	Freq	cumulative	cumulative	
-20.0% 5 5
-15.0% 7 12
-10.0% 15 27
-5.0% 29 56
0.0% 48 104
SPY 1.7% 16 120 (Below SPY)
10.0% 48 48
15.0% 5 53
20.0% 4 57 (Above SPY)
More 0



In general, the winners had at the start of
the month and thru the month:

MACD histogram: POSITIVE
CCI(100):>90
Moving average: MA(5) ABOVE MA(20)
example: https://schrts.co/TmkqjXAJ

The losers, the opposite of the above:

MACD histogram: NEGATIVE
CCI(100): <90 &/or falling
Moving average: MA(5) BELOW MA(20)
example: https://schrts.co/SdAbCVQw

Note: In looking at the winners and losers,
when the MA(5) fell below MA(20), most
fell quite rapidly the rest of the month,
so cut losses quickly...

Hope this helps.
tpoto









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