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Investment Strategies / Mechanical Investing
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Author: lizgdal   😊 😞
Number: of 5822 
Subject: Re: Chart: timing with Nas100 RS screen
Date: 07/03/26 7:11 PM
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musselmant asked how "to test how to reach 5 stocks every month" with 2 overlapped screens.

Try combining the 2 screens into one screen. Something like:
https://gtr1.net/2013/?~Mom9Top5_PHL252Top5rankSum...

Define {Mom9Top5_PHL252Top5rankSum}
Create [Mom9m]: [Total Return Multiplier over 189 days]
Create [rankMom9]: [Rank by [Mom9m] (Desc) at step2]
Create [PHL252]: [[Closing g-price; quote_lag=3 days]/[[Lowest closing g-price over 252 days; lag=1 days] + [Highest closing g-price over 252 days; lag=1 days]]]
Create [rankPHL]: [Rank by [PHL252] (Desc) at step2]
Create [rankSum]: [[rankPHL] + [rankMom9]]
step0: [NASDAQ 100 Member; lag=1 days] == 1
step1: [Mkt Days Since Security Opened; lag=1 days] >= 252
step2: [rankPHL] <= 10
step3: [rankMom9] <= 10
step4: [rankSum] Bottom 5; Cash When Fewer

Author: lizgdal
Subject: Re: Overlaps GTR1 backtest is flawed.
Date: 06/16/26
"The screen in question {Nas100_Mom9_PHL252_OverlapTest} finds the overlap between the 2 screens {Mom9Top5} and {PHL252Top5}. Similar results can be obtained through a single screen that combines the criteria..."
https://www.shrewdm.com/MB?pid=787818796
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