Post New

Team, I've started playing around with research into the possibility of tracking actual screen results over recent time periods using Google Sheets.

Very initial prototype can work, but unfortunately it's quite manual copy/pasting, data cleanup & text-to-columns at the moment. It would need some Sheets elbow grease and optimally someone who knows a few things about Google Scripting to create useful "macros". Otherwise it would be an hours-long manual exercise weekly (or monthly).

But if it worked - it would be available in real-time online, shared read-only to anyone interested.

Ideally it would report out a partial version of what Bill2m used to be able to generate:

                       screen    #_stocks  YTD   last_week                                 screen  #_stocks  trailing 12 months
            Low_Mult__(SIPRO)       3      66%   11.4%                          Low_Mult__(SIPRO)       3    132%
                        SOS_A       3      55%    3.5%                3pt_Relative_Value__(SIPRO)       3    123%
                     OVER_PEG       3      54%    3.5%                                      PEG13       3    123%

but without the advanced Excel VBA and local database / Windows code knowledge I assume that took, on top of both VL and SIPro weekly subscriptions.

Manlobbi, this is a stretch, but is it possible to enhance this site's code to allow the weekly screen picks post content to be characterized as a "table" for GoogleFinance's purposes? That would be a big accelerator, as then the formula function below would autopopulate a Sheet with screen picks filled in rows and columns:
=IMPORTHTML("https://www.shrewdm.com/MB?pid=440197807","table",1)

But I assume that's a fantasy because these posts are just text in, text out, not <td> as could come from a database server.
an example of one that is not protected and very useful: (but dear God it's PHP...)
https://www.etfscreen.com//cchart.php?wl=98099&s=d...

(Most paid websites are preventing that call from working by producing filter results either in a javascript object or some other non-html "table" display.)

Just spitballing,
FC

For example, lo & behold the new MF site produces a useful table when a user uses whatever the table function is to create content in the post:
https://discussion.fool.com/t/curated-screens-2024...

produces a perfectly replicated table in G-sheets via importhtml.

FC... I can assist. Caveat : I know nothing much about Google Sheets - but anything in Excel .... NP

Also I am hoping if someone can scrape it into a txt/csv - then pretty much anything is possible.


ONE MAJOR CONDITION :)

I would like to see these as follows

(1) Picks from 1 year back : Performance +1 yr fwd
(2) Picks from 6 months back : Performance +6 months fwd
(3) Picks from 3 months back : Performance +3 months fwd

and lastly current Picks ( ie last 3 months/1 month)

Because if you use the adage "What's working lately" - it comes with the assumption that it would continue forward. That may very well be not the case.
Also of course just doing a 1 yr rolling validation is no guarantee - but at least its good point of reference

Best
AC

I was using a WWL system until near the end of 2012. I used the monthly historical results of 26 SIP screens from 2/1998. I could rank each screen with trailing 1,4,6,9,and 12 mo plus total Long term results/StdDev^1.5 and a couple of other algo’s.
I was then able to run a series of genetic optimization programs which selected the weighting of the individual parameters to decide the best selection criteria and how many screens should be invested in. Obviously, overfitting the available data. I do think this helped a little deciding what screens to invest in but there were no spectacular advantages. The primary factors that worked best when I abandoned the system was using the top 5 of 26 screens with Long term CAGR/Std ^ 1.6 and the last year’s CAGR/Std. One thing that stands out looking at the screens selected over time is that individual screens are not consistent winners but some seem to have one or two years of outperformance followed by 3 or 4 years of not being selected. Unfortunately, there are more instances where screens were too intermittent to make selection all that profitable.

Thinking about my old WWL results overnight I’d like to add a couple of additional observations.
First the data I used had a lot of noise using just using a single one-month day to day return for each screen.
1. Using a summation of GTR1’s daily start historical data by first of all running the screens with a shorter than normal holding period. For example, 10 days (or 5 days for faster response).
2. selecting: “Portfolio Values: Download daily portfolio values for all cycles.
3. Run the backtest and then Download the report.
4. You end up with 10 samples for each historical day (or 5 samples if doing weekly)
At this point assuming you want a monthly decision point.
For each end of month sample period take the average of the 10 (5) samples and the samples from the one-month previous data. This adds a few days latency but with significantly less noise.
Obviously very labor intensive unless you write a script to automatically run the screens, scrape the data and make the decisions.

Good luck but I’ve discovered that I can actually get the Bangladesh Butter production from Statista.
• “Revenue in the Butter market amounts to US$166.70m in 2024. The market is expected to grow annually by 8.28% (CAGR 2024-2029).”
https://www.statista.com/outlook/cmo/food/oils-fat...
I’m in on margin!

To your point, maybe the focus should be on the factors of the WWL screens, to id commonpatterns - not the screens themselves

FC.... IIRC Wendy_BG used to post the intersection set amongst the "best of class" screens in the old board

I had tracked it for a while ..... What I noticed and should be obvious - majority of these Screens are Momentum based so an intersection
automatically overweighs that factor.

But as a concept its good - its almost like if you could discern ( like in the concept of Principal Components analysis from Stat) - and track those independent group cohorts intersections and track that - something might emerge.

That's my 0.02

Best

Post New

Retirement Investing FAQ

---

Contact Shrewd'm
Contact the developer of these message boards.