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Investment Strategies / Mechanical Investing
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Author: RAMc   😊 😞
Number: of 5822 
Subject: Re: how to create a sum of ranks in GTR
Date: 06/27/26 4:21 PM
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Musselmant: “I am trying to create a ranking system in gtr-speak, where the sum of two ranks based is used to pick from your prior criteria of stocks.

Use the Fields.
Name each of your ranks and put the name in Field Labels with the definition of the field in the Expressions.
Your expression if complex may be built up in multiple parts
Label Expression
Criteria1 GTRese ie if(shraq1.s=null,MktCap,product(sprc(0,1),shraq1.s))
rkOne rank(criteria1,1,step3)
rkTwo rank(criteria2,1,step3)

Good example is MarginofBuffets version of O’Shaughnessy’s Trending Value Screen
https://gtr1.net/2013/?!!QlpoMTFBWSZTWQ864ZgAAeYfg...

PS Trending Value went flat shortly after his book was published in 2012 but it has slightly outperformed overall. 20130103 till 20251128 CAGR 11.4%

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