Investment Strategies / Mechanical Investing
No. of Recommendations: 4
A long time ago screen(s) were developed that were based on a steady increasing return. Can anybody provide a hint for the name so I can do a datahelper search.
Thanks
Craig
No. of Recommendations: 3
based on a steady increasing return
By increasing return do you mean earnings growth? You might look at screens with EG in their name.
Elan
No. of Recommendations: 1
Elan
As I remember, the screen was based on a steady increase in price. For instance, a stock that increased at 2% each month for 6 months was a better choice than a stock that had large fluctuations each month, but over a 6 month period grew 13%.
Craig
No. of Recommendations: 4
As I remember, the screen was based on a steady increase in price. For instance, a stock that increased at 2% each month for 6 months was a better choice than a stock that had large fluctuations each month, but over a 6 month period grew 13%.Look for posts by LorenCobb and BarryDTO in the early 2000s. The concept started as "Exponential Growth" and then morphed into RRS screens with volatility adjustment:
http://www.datahelper.com/mi/search.phtml?nofool=y...I think Elan still uses a volatility adjusted RRS screen for 6/3 options. By the way, Elan, how have the 6/3 options fared in the last couple of years?
No. of Recommendations: 0
Aguilla
Thanks, this is what I was looking for.
Craig
No. of Recommendations: 11
I think Elan still uses a volatility adjusted RRS screen for 6/3 options. By the way, Elan, how have the 6/3 options fared in the last couple of years?
I still use it. Overall it's been spectacular. The CAGR since inception about 23 years ago has been about 25%. But the last 16 months have been painful. I decided to ignore the timing signals and keep going, and I've paid the price since Nov. 2021.
Elan
