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Author: Aussi   😊 😞
Number: of 48467 
Subject: Steady Returns Question
Date: 03/09/2023 12:00 AM
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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
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Author: elann 🐝 GOLD
SHREWD
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Number: of 48467 
Subject: Re: Steady Returns Question
Date: 03/09/2023 2:51 PM
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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
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Author: Aussi   😊 😞
Number: of 48467 
Subject: Re: Steady Returns Question
Date: 03/09/2023 6:33 PM
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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
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Author: Aguila   😊 😞
Number: of 48467 
Subject: Re: Steady Returns Question
Date: 03/09/2023 6:53 PM
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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?

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Author: Aussi   😊 😞
Number: of 48467 
Subject: Re: Steady Returns Question
Date: 03/10/2023 12:34 PM
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Aguilla

Thanks, this is what I was looking for.

Craig
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Author: elann 🐝 GOLD
SHREWD
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Number: of 48467 
Subject: Re: Steady Returns Question
Date: 03/10/2023 8:29 PM
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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
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