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   Market Trends     POs(24w)    PPO     SinceD  MAC(10m)     MAC     SinceD  DBE(5m)   %Off   SinceMD  --   CountIF  %Bullish  |  CountIF    Risk
    17-Nov-2023      Status:   (30,120)  Change  Status:   (TPw,210)  Change  Status:  Hi(99)  NH(105)  --   Bullish     Eq-Wt  |  Bullish   Gauges
SP600 (IJR) Daily    BEARish      -2.7%      57  BEARish       -2.3%      63  Bullish   -6.8%       75  --         1      6.7%  |   0 - 3   Risk_Off
SP400 (MDY) Daily    BEARish      -2.0%      51  BEARish       -1.0%      50  Bullish   -6.2%       78  --         1      6.7%  |   4 - 6   Risk_Off
SP500EW (RSP) Daily  BEARish      -1.9%      52  BEARish       -1.0%      51  Bullish   -6.1%       78  --         1      6.7%  |   7 - 9   Risk_Off
SP1500 (ITOT) Daily  Bullish       0.3%       1  Bullish        4.8%       9  Bullish   -2.4%       78  --         3     20.0%  |  10 - 12  Risk_On
SP500 (.SPx) Daily   Bullish       0.6%       3  Bullish        5.5%      10  Bullish   -1.9%       78  --         3     20.0%  |  13 - 15  Risk_On
        ---            ---       ---       ---     ---        ---       ---     ---      ---     ---    ---    ---      ---          ---    ---
 CountIF(Bullish) =      2                           2                           5                              9       60.0%               Risk_Off

      My Rankings         AvgRS(x,x,x,x)              1     2      3      4      5      6      7      8     9     10     Sell  HTD    Buy
1-MAA: Long-Term (BRKB)   1-MAA: RS (3,6,9,12)        BRKB  FXAIX  FFNOX  FSMAX  FXNAX  FSPSX  -      -     -     -       --   BRKB   --
2-MAA: Multi-Asset ETF's  2-MAA: RS (3,6,9,12)        AOA   IYLD   AOR    RLY    AOM    AOK    -      -     -     -       --   AOR   IYLD
3-QAA: Market ETF's       3-QAA: RS (3,4,5,6)         SH    CMDY   PSQ    PRF    IEFA   PRFZ   USRT   TLT   -     -       --   PRF   PSQ
4-QAA: Enhanced ETF's     4-QAA: RS (3,4,5,6)         COMT  MTUM   QUAL   USMV   LRGF   EFAV   VLUE   SIZE  -     -       --   MTUM   --
5-QEW: Equal-Wt'd ETF's   5-QEW: RS (3,4,5,6)         EDOW  QQQE   EQWL   EUSA   RSP    EQAL   -      -     -     -       --   EQWL   --
6-FidFolio: RoE_RevGr5    6-FidFolio: RS (3,4,5,6)    MPC   CF     DECK   VRTX   MSFT   CTRA   GOOGL  KLAC  STLD  NVDA    --    --    --
6-FidFolio:(11 thru 20)                               GWW   EOG    VLO    SMCI   QCOM   AMAT   LRCX   EXPD  ZTS   NUE     --    --    --

GD_

GD, curious what the screen criteria you use for RoE_RevGr5... mind posting or re-linking if earlier posted?

curious what the screen criteria you use for RoE_RevGr5...

Stock Screener
Criteria @ Fidelity
ROE_RevGr5


Common Stock
7950

Company Headquarters Location
North America selected
5868

Market Capitalization
$7.57B and Above
624

Current Ratio (Most Recent Qtr)
1.48 and Above
228

Quick Ratio (Most Recent Qtr)
1.0 and Above
193

S&P Global Market Intelligence Financial Health
41-100
114

S&P Global Market Intelligence Quality
41-100
106

Revenue Growth (5 Yrs)
4.36% and Above
90

Return on Equity (TTM)
11.43% and Above
73

Sector/Industry/Sub-Industry
exc financials & REIT
69

Sum of %Ranks (SoR) top 30
RevGrwth (5 Yr)
Return on Equity (%Rank)

Allocation:
Hold 20, HTD 30
Repeat every 5 weeks

Actually holding 12 currently replace about 4 each cycle

GD_

Thanks. I tried something similar but simpler, close to Jim's ROE-Revgr SOS for about a year... whether bad time or out of style, lost 29% in a year.

Top 50 ROE TTM, top 50 RevGR 5 yr >25% with positive earnings (EY >1.5%), summed rank in each SOS top 5. Avoided microcaps.

I tried something similar but simpler, close to Jim's ROE-Revgr SOS for about a year... whether bad time or out of style, lost 29% in a year.

Top 50 ROE TTM, top 50 RevGR 5 yr >25% with positive earnings (EY >1.5%), summed rank in each SOS top 5. Avoided microcaps.

Guessing, at least for now, that excluding Small and micro caps is best.

Have two versions saved. Time will tell which is best.

Market Capitalization
$7.57B and Above
624

Market Capitalization
$1.98B and Above
1388

GD_

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