Post #3863 by rayvt on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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Zacks backtester allows testing the S&P500 stocks with analyst "buy" recs. and they underperform the whole index in the test I ran from the end of 2008l

Interesting.

I ran a screen and got the same top 10 stocks as I got from finviz.
This Criteria:
S&P 500 - ETF EQUAL YES % Price Change (52 Weeks) >= 20 Current Avg Broker Rec <= 2 Then order by 52 week price change.

It seemed to me that YOY momentum was the prime factor, and recommendations of buy-or-better would just filter out some that might be a flash in the pan. Indeed after removing that, PLTR was picked and all the others stayed the same.

I didn't see the backtester. Maybe you have to have a subscription?

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