Post #3078 by mungofitch on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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So far I've continued to use two VL screens - ROE_Cash and ROE_Cash-2, because they don't use any price momentum data. But I have some concern about them too. Their turnover has been practically zero for months, unlike before, leading me to suspect that VL has not been updating many of the data fields for quite some time.

I think it's likely because that screen (at least the original version and the version I run) uses the ROE field which is updated only annually. Very low turnover. I'm not sure how often the cash field changes, but it would mainly change just the final sort order a bit.

I did a full rebalance and set of trades Jan 13, but I hand calculated the few momentum figures I needed for other screens. A message to VL customer support elicited no response, of course.

Jim

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