Post New

I have a VG -Horse version with a field that uses fcfps12mq1d.s. I think this field may have disappeared with the new data supplier, but GRT1 still runs with the field.

This fieldname is not listed when I use list:*.s I am unsure what the "d" refers to?

There is a field: fcfps12m.s

And also a field: fcfpsq1.s This field is for q1 but does not match the value for fcfps12mq1d.s

To try and solve the problem I ran a screen on the NAS100From the Command Translation

https://gtr1.net/2013/?nas100.a:et1:fcfps12mq1d.s:...

step0: [NASDAQ 100 Member; lag=0 days] == 1
step1: [SI (d) Free Cash Flow/Share - TTM Q1; lag=0 days] > -1e+08
step2: [SI Free Cash Flow/Share Q1; lag=0 days] > -1e+08
step3: [SI Free Cash Flow/Share 12m; lag=0 days] > -1e+08; Cash When None


Also VG-Horse has a field to exclude financials pref(if(trbc2.s=55,1,0),if(sector.s=7,1,0),if(fincd12.a=11,1,0))

When screener is used, financials are now included. I have tried to find the new field name for Sectors. SIPro says:

Sector


Data Table Name: IND_2_DIG

Data Category: Company Information

Field Type: 2-digit number

Percent Rank: No

Industry/Sector Median: Yes

So I would think the field name would be ind2dig.s However, it is not. I think trbc2.s now has the GICS codes. For instance, when I use trbc2.s =40 JP Morgan is included. This would be correct for GICS but not for trbc2.

I am not sure what this does for back testing as the field names have not changed but the values have changed.

Aussi

The "d" indicates derived field, that is, GTR1 calculates it based on fundamental data, rather than using the SiPro supplied field.
As I recall Robbie did this since there were often SiPro calculation errors that could be avoided by calculating from base data.

Having said that, I think there is something going on with GTR1, was just putting together a post on it.
Between yesterday and today, all of my screens changed more or less 100% with completely new tickers.
Yet, GTR1 has the same data date (11/29) for both runs. Normally I would suspect that new fundamental data became available.
However my intuition is that something else is going on.


Mark

I ran five SI screens yesterday, and then again today.
The first date in the each line below is the date the screens were run, and the second is that data date that GTR1 reported.
Note that they are 11/29 in each case, last Friday. However, I could tell that GTR1 had been updated, since the screens took a little longer to run.

You can see that the picks from today, 12/3, bear no resemblance whatsoever to yesterday's picks, despite both the screens and data date being the same.

Up5X3_V9       12/3/2024  11/29/2024  MHH    FSFG   OPBK  BCOV  USCB   KINS  EFXT  RRBI  CRNT  PFIS  ASMB  CZFS  STRT   FMAO  DGICA  NATR  PDEX  KLXE  RDVT  CHMG
Up5X3_V9       12/2/2024  11/29/2024  PRTH   MGIC   TSAT  OPFI  KLXE   VHI   FLXS  IPI   ORLA  PACK  CLMB  ESEA  SKYT   CWCO  LIND   CCSI  RAIL  GRC   UIS   MLAB
 
WK-Voom_V5     12/3/2024  11/29/2024  CRNT   IHRT   OPRT  CINT  SNFCA  PTVE  PLTK  HBNC  BHC   MGNI  LAUR  BSRR  SXC    BCAL  MFC    RF    DLX   TILE  NECB  VIK
WK-Voom_V5     12/2/2024  11/29/2024  MAPS   PSTX   PRTH  ORLA  SWIM   RAIL  ESOA  PBI   ARKO  MD    EBS   NR    RYAM   NUTX  AXL    ADT   BHC   VET   TBRG  FNKO
 
VG-Horse_V3    12/3/2024  11/29/2024  MHH    SNFCA  ATLC  CFBK  OPBK   FCCO  KINS  USCB  BVFL  FUNC  PPIH  OPFI  ESOA   SFST  FMAO   PCB   ELMD  GAMB  GNTY  RRBI
VG-Horse_V3    12/2/2024  11/29/2024  AXR    PPIH   OPFI  ESOA  DSP    FTLF  KARO  VHI   CLMB  WLFC  RAIL  BKKT  ITRN   VIRC  DAVE   CMCL  ESEA  MEC   CNXN  HBB
 
Blue_Skies_V5  12/3/2024  11/29/2024  SNFCA  FCCO   OPBK  ATLC  BVFL   USCB  PPIH  KINS  GNTY  EFXT  RRBI  CRNT  DSP    PCB   ESOA   FMAO  OPFI  SFST  EBTC  ISTR
Blue_Skies_V5  12/2/2024  11/29/2024  FTLF   AXR    PPIH  CRNT  DSP    ESOA  OPFI  VHI   INFU  KARO  GFR   TCMD  ORLA   CMCL  HITI   PACK  ITRN  APEI  ESEA  WLFC
 
Big-Jump_V3    12/3/2024  11/29/2024  RXT    OPRT   PRTH  GB    OPFI   CINT  AOUT  QUAD  MHH   SWIM  ACCO  BVFL  SNFCA  GCMG  SBH    RNGR  DSP   GPRK  SFIX  RLGT
Big-Jump_V3    12/2/2024  11/29/2024  MAPS   CRNT   RXT   HITI  ORLA   PRTH  OB    GB    OPFI  AOUT  GRNT  QUAD  SWIM   ACCO  ARKO   SBH   PACK  NR    DSP   VMEO

Drilling down deeper, PPIH appears in the VG-Horse screen variant on both days. I had save the GTR1 output run.
There are small differences in some variables, but the main thing is that trbc2.s was 51 on the 12/2 run and became 20 on the 12/3 run.
Again, the GTR1 reported data date was 11/29 in both cases.
So it seems that a reassignment of the trbc codes has been put into effect, and it will take a bit of time to figure out the details.

GTR1 ID  Index  Ticker Symbol  Company Name                           CUSIP       field3=shrinst.s  field4=float.s  field5=epsq1.s  field6=epsq5.s  field7=salesq1.s  field8=salesq5.s  field1=styp.a  field2=country.s  [DDVol]   field9=dspo  field10=trp:1,126  field14=sprc  field15=csoq1d.s  [MktCap]  field17=linear:1,field5,-1,field6  field18=linear:1,field7,-1,field8  field19=fcfps12m.s  field20=ratio:field14,field19  field24=trbc2.s  field25=if:field24et55!60,1,0  [FINwithRE]  field21=adv:1,63  field22=ratio:field10,field21  field11=agv:1,10  field12=agv:1,63  [VR]      field23=product:field22,field13
  21951   4673  PPIH           PERMA PIPE INTERNATIONAL HOLDINGS INC  '714167103              24.4           7.089           0.414           0.127              37.5              35.1             11                 1  780116.8         8807           71.39666         15.34          7.473118  114.6376                              0.287                           2.400002                0.94                       16.31915               51                              0            0          554229.5                       0.000129          323482.9          256873.9  1.259306                         0.000162
  21951   4673  PPIH           PERMA PIPE INTERNATIONAL HOLDINGS INC  '714167103              30.1           7.088           0.414           0.127              37.5              35.1             11                 1  780116.8         8807           71.39666         15.34           7.97914     122.4                              0.287                           2.400002                0.95                       16.14737               20                              0            0          554229.5                       0.000129          323482.9          256873.8  1.259306                         0.000162

It seems that the screen step I use to filter out financial and real estate companies is no longer working.
Most of the current tickers are financial companies, and it seems they have trbc2.s = 40.
If I add that to the FINwithRE filter:

FINwithRE: pref(if(trbc2.s=55!60!40,1,0),if(sector.s=7,1,if(incd.s=933,1,0)))

then the picks look more normal, but perhaps not completely. This change to trbc2.s would be something Robbie has put in, correct?
SiPro changed their data source back in October as I recall.

Mark

AAII made changes to the SI Pro data in October, so I kept the SI Pro field files frozen as of 20240930 until I had a chance this last weekend to make a few tweaks to my code that simply allowed the data to be processed and the field files updated. I have not taken any look at what changes AAII made and whether there needs to be changes in how the data is handled. Unfortunately, SI Pro data is very low priority right now (I don't use it for investing myself), and it may be a long before I ever take a deep look at what's going on with it.

How many people are still using the GTR1 backtester for SI Pro screening, and how important is it to you?

Robbie Geary

I still use GTR1/SiPro for pretty frequent updating and consider it important.
However I do wonder if SiPro screens could be ported into something else.

Mark

Robbie

I use GTR1 for one SI Pro screening. For my other SI Pro screens, I download the SI Pro data and get my own picks. What I do use GTR1 SI Pro for is backtesting.

As always. Thank you!!

Aussi

I use the GTR1 backtester for SI Pro screening, and use it for about 10% of my portfolio. Thank you for the many years GTR1 has been working wonderfully. I could find alternatives if necessary, but they would be inferior to GTR1. The alternatives might cost $1500 a year and take a few weeks work to learn. I don't have the technical skills to fully host GTR1, but could assist with specific tasks.

Even without data updates, GTR1 is valuable as a backtester. When the data was frozen on 20240930, I started using GTR1 for backtests and Radiscript for screening. Not ideal, but workable. I have a WWL method that is showing promise, but it needs the unique GTR1 daily-start backtesting.

This fieldname is not listed when I use list:*.s

The GTR1 list command returns 3900 fields Last Modified 20241129, but does not list 1621 derived fields (*d.s). The last date I have that GTR1 listed derived fields was 20200320. Most derived fields continued to work after 2020, but should be verified by inspecting the field values in a Screener report. fcfps12mq1d.s matches the sum of the 4 quarterly reports. fcfps12m.s matches the annual report when the last quarter was the year end as well:

Ticker  fcfps12mq1d.s  [FCFsum]  fcfps12m.s  fcfpsy1.s  fcfpsq1.s  fcfpsq2.s  fcfpsq3.s  fcfpsq4.s  perendy1.s  perendq1.s  Endy1=q1
  AZO        116         116         112        112         39         30         11         36       26057       26057       TRUE
  TDG         21          21         33          33         7          6          2          5        26077       26077       TRUE
 FICO         18          18         25          25         7          5          4          3        26077       26077       TRUE
 COST         12          12         10          10         4          1          5          3        26057       26057       TRUE
  FDS         12          12         12          12         3          4          3          1        26057       26057       TRUE
  DHI         11          11         5           5          6          2          2          2        26077       26077       TRUE
 FFIV         10          10         13          13         3          3          2          2        26077       26077       TRUE
  DE          10          10         10          10         13         6          -1         -8       26096       26096       TRUE
 AMAT         8            8         8           8          1          2          2          2        26096       26096       TRUE
  V           8            8         8           8          3          2          1          1        26077       26077       TRUE
 SWKS         8            8         8           8          1          1          2          4        26076       26076       TRUE
 KEYS         7            7         5           5          2          1          2          2        26100       26100       TRUE
  ROK         6            6         1           1          6          1          0          -1       26077       26077       TRUE
 QCOM         6            6         7           7          3          1          0          2        26076       26076       TRUE
  J           6            6         6           6          1          2          1          2        26076       26076       TRUE
 AAPL         5            5         6           6          1          1          1          2        26076       26076       TRUE
  JBL         5            5         7           7          4          2          1          -1       26057       26057       TRUE
  A           4            4         4           4          1          1          1          1        26100       26100       TRUE
  ADI         4            4         3           3          1          1          1          2        26101       26101       TRUE
  DIS         3            3         4           4          2          1          1          -1       26076       26076       TRUE

I don't know how to interpret fcfps12m.s when the last quarter was not the fiscal year end:

Ticker  fcfps12mq1d.s  [FCFsum]  fcfps12m.s  fcfpsy1.s  fcfpsq1.s  fcfpsq2.s  fcfpsq3.s  fcfpsq4.s  perendy1.s  perendq1.s  Endy1=q1
  NVR        555         555         383        455        200         6          97        253       25889       26077       FALSE
 BKNG        210         210         224        194         37         45         74         54       25889       26077       FALSE
  COF         51          51         54          48         17         7          6          20       25889       26077       FALSE
 REGN         43          43         32          36         9          9          11         15       25889       26077       FALSE
  MTD         40          40         42          39         11         11         6          12       25889       26077       FALSE
 ORLY         39          39         33          34         10         12         8          10       25889       26077       FALSE
  HUM         37          37         -40         20         7          22         51        -44       25889       26077       FALSE
  MOH         35          35         2           27         16         8          15         -4       25889       26077       FALSE
  MCK         31          31         33          27         6          -9         23         11       25950       26077       FALSE
  ELV         29          29         -3          23         8          5          24         -9       25889       26077       FALSE
  AMP         28          28         75          37         7          4          8          9        25889       26077       FALSE
  DFS         28          28         34          30         9          6          6          7        25889       26077       FALSE
  TRV         26          26         36          30         12         6          3          5        25889       26077       FALSE
  VLO         26          26         14          19         8          3          7          9        25889       26077       FALSE
  AXP         23          23         16          21         10         4          -2         10       25889       26077       FALSE
  GWW         22          22         30          24         6          5          5          5        25889       26077       FALSE
  UNH         21          21         6           20         5          9          15         -7       25889       26077       FALSE
 CPAY         21          21         26          27         3          2          11         4        25889       26077       FALSE
  URI         20          20         27          26         3          3          5          9        25889       26077       FALSE
 ULTA         19          19         21          21         1          4          16         -1       25912       26037       FALSE

Looking at the count of passing stocks with the screen {compareFCFd} can highlight dates where [fcfps12mq1d.s] differs from [fcfps12m.s].

Count of stocks passing step7 and step8 should be about the same:
step7: [Xd] > 0
step8: [Xs] > 0
Define: [ratio87] = count passing step8 / count passing step7
Ideally [ratio87] is 100%.

Count of stocks passing step11 and step12 should be about the same:
step11: [[Xd] - [medianXd]] > 0
step12: [[Xs] - [medianXs]] > 0
Define: [ratio1211] = count passing step12 / count passing step11
Ideally [ratio1211] is 100%.

[ratio87] is now 90%. A chart shows dips about once a year to about 94% since 2016. A 90% value indicates that 10% of stocks with positive [Xd] have negative [Xs].

[ratio1211] is now 82%. This is much lower than the previous low of 92% seen between 2004 and 2009.

Both ratios are lower than normal, indicating something has changed with one of these fields. The change happened suddenly on 20241007, about the time of the new SIP data.

Note that each data vendor uses a different FCF calculation. The new SIP data has different FCF than the old data. This doesn't affect the field comparison, but could mean backtest results are less applicable to current picks (because FCF has changed).


https://gtr1.net/2013/?~checkFCF2024a::sp500.a:et1...

https://gtr1.net/2013/?~compareFCFd:h21f0.4::styp....

Robbie,

I still use a couple of SI Pro screens. I have been backtesting some WWL possibilities that I was planning on using this next year. Can I assume that backtesting is still OK and it is just the screening that may have problems?

Larry

SIP data has:
BKR 101010 - Energy Equipment & Services
APA 101020 - Oil, Gas & Consumable Fuels

As of 20241129, [trbc7.s] has values:

Ticker  trbc2.s  trbc7.s
  BKR     10      10101
  APA     10      10102
  ALB     15      15101
  MLM     15      15102
 AMCR     15      15103
  FCX     15      15104
 AXON     20      20101
 ALLE     20      20102
  PWR     20      20103
  AME     20      20104
  HON     20      20105
  CAT     20      20106
 FAST     20      20107
 CPRT     20      20201
  ADP     20      20202
 CHRW     20      20301
  DAL     20      20302
  CSX     20      20304
 APTV     25      25101
  F       25      25102
  DHI     25      25201
  HAS     25      25202
 DECK     25      25203
 ABNB     25      25301
  GPC     25      25501
 AMZN     25      25503
  AZO     25      25504
 COST     30      30101
 BF-B     30      30201
  ADM     30      30202
  MO      30      30203
  CHD     30      30301
  EL      30      30302
  ABT     35      35101
  CAH     35      35102
 ABBV     35      35201
  BMY     35      35202
  A       35      35203
  BAC     40      40101
BRK-B     40      40201
  AXP     40      40202
  AMP     40      40203
 ACGL     40      40301
  ACN     45      45102
 ADBE     45      45103
 ANET     45      45201
 AAPL     45      45202
  APH     45      45203
  ADI     45      45301
  T       50      50101
 TMUS     50      50102
 CHTR     50      50201
  DIS     50      50202
 GOOG     50      50203
  AEP     55      55101
  ATO     55      55102
  AEE     55      55103
  AWK     55      55104
  AES     55      55105
  HST     60      60103
  BXP     60      60104
  ARE     60      60105
  AVB     60      60106
  FRT     60      60107
  AMT     60      60108
 CBRE     60      60201

https://gtr1.net/2013/?~industy20241204::sp500.a:e...

Bottom line is avoid [fcfps12m.s]. Instead use [fcfps12mq1d.s] or [fcfpsy1.s]. Details:

FCF is adjusted both by the company and the data vendor. FCF per share:

Ticker  Barchart   M*   SIPnew  SIPold  period
  BAX     2.04    2.04   0.89    0.89    Y2023
  MMM     9.14    9.15   3.17    3.17    Y2023
 AMZN     1.12    0.73   0.49    0.72   Q202406

I do not know how [fcfps12m.s] is calculated and so would avoid using it. For example, both BAX and MMM have fiscal year ending December 31st, and latest reported quarter ending September 30, 2024. [fcfps12mq1d.s] is the sum of quarters 1 through 4 as expected. Somehow, [fcfps12m.s] is more negative than any combination of quarters.

Ticker  fcfps12mq1d.s  fcfpsy1.s  fcfps12m.s  fcfpsq1.s  fcfpsq2.s  fcfpsq3.s  fcfpsq4.s  fcfpsq5.s  fcfpsq6.s  fcfpsq7.s  fcfpsq8.s  perendy1.s  perendq1.s  diff
  BAX       1.04         0.89       -0.38       0.41       0.08       0.33       0.22       -0.03      0.00       -0.14      0.63       25889       26077     188
  MMM       2.80         3.17       -3.06       1.22       0.55       -0.05      1.08       0.43       -0.18      -0.46      1.05       25889       26077     188

============
For 2024Q3, SIP reports for MMM:
Cash from Operations: $(1.8) B
Cap Ex: 0.246 B
FCFPS: $1.22
FCF: 0.55 B shares * 1.22 = $0.67 B

SIP is reporting the adjusted FCF, discounting some of the adjustment.

3M Reports Third-Quarter Results
Adjusted free cash flow of $1.5 billion.
Cash from operations of $(1.8) billion, driven by $3.6 billion net after tax payments for costs of significant litigation, primarily Public Water Systems and Combat Arms Earplugs.
https://investors.3m.com/financials/quarterly-earn...

========= Some FCF numbers ========

Y1 BAX:
Barchart: $1.034 B
M*: $1.03 B
0.506 B shares

Y1 MMM:
Barchart: $5.065 B
M*: $5.07 B
0.5539 B shares

FCF for Amazon in the quarter ending June 30, 2024:
Barchart: $11.725 B
M*: $7.66 B
10.477 B shares

New SIP data and AMZN
"To see what might have changed with the new data source, I looked at what SIP reports as AMZN financial statements for the quarter ending June 30, 2024. FCF might be the most significant change."
field: 20240927 data, 20241001 data
Free Cash Flow per Share: 0.72, 0.49
https://www.shrewdm.com/MB?pid=379012025&wholeThre...

I use a combination of everything so don't know how to quantify but yes I use SIPro fields as your tester calculates; I don't use industry category definitions much, though. So if your question is "is SIPro as reported in your tester important to you" the answer is "yes".
-Tom

FINwithRE: pref(if(trbc2.s=55!60,1,0),if(sector.s=7,1,if(incd.s=933,1,0)))

The previous (before SiPro's change in October) trbc2 codes for financial and real estate companies are 55 and 60. https://en.wikipedia.org/wiki/The_Refinitiv_Busine...
The respective GICS codes are 40 and 60, and oddly the real estate company code did not change. https://en.wikipedia.org/wiki/Global_Industry_Clas...
So the standard filter above can be replaced by:

FINwithRE: pref(if(trbc2.s=40!60,1,0),if(sector.s=7,1,if(incd.s=933,1,0)))

for the purposes of generating current picks. However the backtest will not be correct due to this change.
Backtests can be run with the old codes ending 20241001 and then they should be consistent with prior results.


Mark

I use it regularly and it's very valuable to me. I'm not an expert, no fancy stuff, just put together basic screens based on pretty simple ideas, or things shared here.

I think there was a way to make a donation to cover costs for GTR1 many years ago. Is that still true? If so, I'd like to help out.

Thanks,
John

I use the following steps in GTR1 to drop Finance and RE:

fincd12.a != 11
styp.a != 18!48

Lizgdal

If you have a link, could you please post a link to the definitions/values for the fincd and styp.

For VG Horse version I am using, changing to your industry steps and not using the SIPro industry gives me about the same backtest results.

Thanks

Aussi

Text files describing the Fama/French Industry Classifications can be found at:

Industry Portfolios
https://mba.tuck.dartmouth.edu/pages/faculty/ken.f...

Fama/French Industry Classifications
"I recently created a new set of the following field files:"
http://www.datahelper.com/mi/search.phtml?nofool=y...

Filename   Type            Description           Default Value  Start Date
 fincd.a   115   [Fama/French 49 Industry Code]        0         19251231
fincd10.a  115   [Fama/French 10 Industry Code]        0         19251231
fincd12.a  115   [Fama/French 12 Industry Code]        0         19251231
fincd17.a  115   [Fama/French 17 Industry Code]        0         19251231
fincd30.a  115   [Fama/French 30 Industry Code]        0         19251231
fincd38.a  115   [Fama/French 38 Industry Code]        0         19251231
fincd48.a  115   [Fama/French 48 Industry Code]        0         19251231
fincd49.a  115   [Fama/French 49 Industry Code]        0         19251231
fincd5.a   115   [Fama/French 5 Industry Code]         0         19251231

=================
For new screens, I use:
styp.a = 10!11!12!18!30!31!48

styp.a Security Type counts in gtr1
http://www.datahelper.com/mi/search.phtml?nofool=y...

"In order to make it easier to include or exclude certain kinds of securities like REITs, Limited Partnerships, Closed-End Funds, etc, I have added the field [Security Type] from the daily data source to the field file styp.a. "
http://www.datahelper.com/mi/search.phtml?nofool=y...

Excluding SPACs from GTR1 Backtests
"US-incorporated SPACs have values of 16 in styp.a while foreign-incorporated SPACs have values of 17. "
http://www.datahelper.com/mi/search.phtml?nofool=y...

All of my screens have these filters: no financial/real estate, security type only 11 or 12, and no China stocks.

FINwithRE: pref(if(trbc2.s=40!60,1,0),if(sector.s=7,1,if(incd.s=933,1,0)))

FINwithRE = 0
styp.a = 11!12
country.s != 3!7  

I backtested all of my screens using fincd12.a != 11 instead of the FINwithRE definition above.
The backtest results were arguably the same, perhaps a little better for most screens using fincd12.a.
Using fincd12.a would avoid this recent SiPro change in backtest anyway, and it gives a bit simpler code.
However Robbie has pointed out in the past that the fama french codes are somewhat arbitrary due to inconsistencies in how SIC codes are assigned.


Mark

I agree that the data vendor custom industry classifications are probably more accurate. But the computer generated [fincd12.a] makes backtesting easier.

In the S&P 1500, there are 330 stocks that are classified as Financial Sector by all 3 data sources, and only 57 stocks with disagreement. The new SIP data disagrees with the old SIP data for 29 stocks. The field [fincd12.a] disagrees with the old SIP data for 37 stocks.

If the oldSIP classifications are "correct", then the newSIP Finance Sector classifications are "wrong" for 29 out of 387 stocks, and [fincd12.a] Finance Sector classifications are "wrong" for 37 out of 387 stocks. Not much difference, and a less than 10% "error" rate.

For example, placement in the Financial Sector:
ABG Asbury Automotive Group: only [fincd12.a]
FDS FactSet Research: only newSIP
WU Western Union: not oldSIP
WT WisdomTree: not [fincd12.a]

newSIP is SIP 20241017 data with Sector "60 - Real Estate" or "40 - Financials".
fincd is GTR1 20241017 data with fincd12.a = 11
oldSIP is SIP 20240930 data with trbc2 = 60 or 55.

newSIP  fincd  oldSIP  count  tickers
  0       1      0       17   ABG, ALLE, CAR, CI, CNC, CRVL, CVS, CXW, ELV, HRB, HUM, MOH, PLUS, RGLD, SCI, TPH, UNH
  1       0      0       19   CPAY, DFIN, EVTC, FDS, FI, FIS, GPN, JKHY, JXN, MA, MCO, MSCI, NATL, PAYO, PRG, PYPL, RDN, SPGI, V
  1       1      0       8    BRK-B, CSGP, CURB, EEFT, MORN, SITC, WEX, WU
  0       0      1       1    GATX
  0       1      1       1    GEO
  1       0      1       11   ALEX, ALLY, BFH, CG, MMI, NAVI, NMIH, ROIC, VIRT, VRTS, WT

I use both SI-Pro's own screening (with further spreadsheet work) & GTR1 for screening - essentially as a check on each other. As such I've been leaning on own screening this year quite a bit.

I had detected that the data was frozen and so as the earnings season progressed GTR1 screening started to differ from the SI-Pro screening (as companies were updated). I've been traveling and so have done minimal MI work over the last week or two, but I'll take a look at converting the common sector & industry screening steps in-line with lizgdal's suggestion (to use the *.a fields) but it could take a few days. If & when the new SI-Pro sector & industry data come on-line then a further conversion can be made.

Thanks again for the GTR1 Robbie!

Platykurtic

It's time for someone to sign up for the Marketsurge free trial so Robbie can do his thing;
please someone volunteer and do it and email him and me that you have (so I don't have to
pay; I did it too recently to get the free period).

done

Let me know when you're done and I will do the next one.

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