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Investment Strategies / Mechanical Investing
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Author: hiphop   😊 😞
Number: of 5498 
Subject: Re: NAS Consolodators
Date: 02/06/26 4:31 PM
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OK guys,

I am trying to match the "official" listing, and I have both Python and Google Sheets generating the picks, but am finding that the results are really sensitive to exact formulas (which bothers me). So bear with me to help me make sure I am getting the algorithm correct, and hopefully someone can correct me. According to the GTR1 link for NAS Consolodators:

https://gtr1.net/2013/?h60::nas100.a:nenull:aprc%2...

The steps are:

step0: [NASDAQ 100 Member; lag=0 days] != null
I have checked and both my python and google sheets have the correct current NAS100 stocks (there are 101 of them).
step1: [Actual closing Price; share_lag=0 days; quote_lag=0 days] > 10
Currently all NAS100 stocks have a price > 10.
step2: [[Total Return Multiplier over 5 days; lag=0 days]/[Total Return Multiplier over 200 days; lag=0 days]] Bottom 10
Total return multiplier of 5 days should be: [prev close - close 6 trading days ago]/[close 6 trading days ago] and the same for 200 days. That is, today, Feb 6, I should be using [close for Feb 5 - close for Jan-29]/[close for Jan-29]. For example, for Apple, I have [275.91 - 258.28]/258.28 = 0.064, for the 200 day, it should be the same except that it is 201 trading days ago.
step3: [[Actual closing Price; share_lag=0 days; quote_lag=0 days]/[Average dollar-volume over 63 days; lag=0 days]] Bottom 7
step4: [[Total Return Multiplier over 5 days; lag=0 days]/[Average dollar-volume over 63 days; lag=0 days]] Bottom param0; Cash When Fewer

Using close of day prices yesterday (5-Feb-2026), I get the following list:
Ticker  Current Price  Return_5_Day  Return_200_Day  Avg_Dollar_Vol_63  Ret_5d_over_Ret_200d  Price_over_AvgDolVol  Ret_5d_over_AvgDolVol
DXCM 69.89 -0.05554 0.057177 3.74E+08 -0.97137 1.87E-07 -1.48E-10
SNPS 410.44 -0.14492 0.020082 9.89E+08 -7.2164 4.15E-07 -1.47E-10
CRWD 377.16 -0.15173 0.039896 1.22E+09 -3.80298 3.09E-07 -1.24E-10
ORLY 92.86 -0.0606 0.01783 5.4E+08 -3.39863 1.72E-07 -1.12E-10
DASH 183.86 -0.1147 0.070073 1.14E+09 -1.6368 1.62E-07 -1.01E-10
QCOM 136.3 -0.10459 0.018097 1.57E+09 -5.77924 8.66E-08 -6.64E-11
ISRG 476.32 -0.06153 0.017082 1.05E+09 -3.60202 4.52E-07 -5.84E-11


Does this match everyone? I'm finding that it is highly sensitive to 200 or 201 or 199 days back.

Thanks, G.
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