No. of Recommendations: 4
I think {OverlapsMin_N1Mo_N1HL} is close to what you want. Is the 20251128 result different than your method?
You can check the gtr1 fields:
Click Signal Values
Run Screener (no password needed because no .s fields are used)
Download Report
Symbol [PHL252lagged] [Mo] [rankPHL] [rankMo] [Overlaps] [rankSum]
WBD 0.72 131 1 3 0 1
AVGO 0.70 147 3 2 0 2
PLTR 0.60 161 19 1 100 101
MU 0.71 127 2 4 100 102
GOOGL 0.69 92 4 6 100 104
LRCX 0.67 114 7 5 100 105
GOOG 0.69 90 5 7 100 105
IDXX 0.68 76 6 10 100 106
APP 0.59 88 23 8 100 108
AMAT 0.64 46 8 15 100 108
KLAC 0.63 84 9 9 100 109
EA 0.63 24 10 28 100 110
REGN 0.62 5 11 47 100 111
INTC 0.60 63 20 11 100 111
MNST 0.62 36 12 20 100 112
ASML 0.60 56 17 12 100 112
The {OverlapsMin_N1Mo_N1HL} screen first adds the overlaps for the top 3 in each screen. On 20251128, this was 2 stocks: WBD and AVGO. Then stocks are added based on the lowest rank:
PLTR rank 1 in N1Mo
MU rank 2 in N1HL
GOOGL rank 4 in N1HL
LRCX rank 5 in N1Mo
GOOG rank 5 in N1HL
IDXX rank 6 in N1HL
APP rank 8 in N1Mo
gtr1.net: GTR1 Backtester - OverlapsMin_N1Mo_N1HL 