{Liquid_consolidators} uses SI fields and so needs a SI password for screening. (GTR1 fields ending with ".s" are SI fields.) There are 3 SI fields used: float, shares, and price.

There are workarounds to avoid the SI fields. For example, {SP500_Mo_LowPrice_HighFloat25a} is identical to {Liquid_consolidators} except for the use of lagged actual price instead of SI price. (Lagging the price avoids trades based on recent stock splits.) [pctFloat] is available on some websites (e.g. barchart) or could be found in a lookup table.

            Screen              CAGR  GSD  MDD  Sharpe
SP500_Mo_LowPrice_HighFloat25a   16   34   -69   0.59
     Liquid_consolidators        16   35   -69   0.59

Define {SP500_Mo_LowPrice_HighFloat25a}
Create [pctFloat]: [[SI Float; lag=1 days]/[SI (d) Common Shares Outstanding; lag=1 days]]
Create [finalSort]: [[Actual closing Price; share_lag=20 days; quote_lag=20 days]/[pctFloat]]
step0: [S&P 500 Member; lag=1 days] == 1
step1: [Total Return Multiplier over 195 days; lag=6 days] Top 10
step2: [finalSort] Bottom 5

https://gtr1.net/2013/?~SP500_Mo_LowPrice_HighFloa...

https://gtr1.net/2013/?~Liquid_consolidators::sp50...

As of 20250402, the top 10 picks are identical for the 2 screens:

Ticker  tr:6,195  float.s  csoq1d.s  [pctFloat]  sprc   [finalSort]
 FOXA     1.68      347      435         80%       57       72
  TPR     1.77      206      207         99%       75       75
 PLTR     3.97     2,165     2,345       92%       87       95
 GILD     1.78     1,243     1,245      100%      112       112
 FTNT     1.68      650      769         85%       98       116
 TRGP     1.70      214      218         98%      206       209
 DASH     1.70      360      420         86%      189       221
  GEV     1.80      275      276        100%      331       331
 AXON     1.90      73        77         95%      558       588
  TPL     1.81      19        23         84%     1,391      1655

[pctFloat] for these 10 picks is similar to that listed on the barchart website:

Ticker  float.s  csoq1d.s  [pctFloat]  bcPctFloat                          url
 FOXA     347      435         80%         78%     https://www.barchart.com/stocks/quotes/FOXA/profil...
  TPR     206      207         99%         98%     https://www.barchart.com/stocks/quotes/TPR/profile
 PLTR    2,165     2,345       92%         87%     https://www.barchart.com/stocks/quotes/PLTR/profil...
 GILD    1,243     1,245      100%        100%     https://www.barchart.com/stocks/quotes/GILD/profil...
 FTNT     650      769         85%         82%     https://www.barchart.com/stocks/quotes/FTNT/profil...
 TRGP     214      218         98%         99%     https://www.barchart.com/stocks/quotes/TRGP/profil...
 DASH     360      420         86%         92%     https://www.barchart.com/stocks/quotes/DASH/profil...
  GEV     275      276        100%        100%     https://www.barchart.com/stocks/quotes/GEV/profile
 AXON     73        77         95%         94%     https://www.barchart.com/stocks/quotes/AXON/profil...
  TPL     19        23         84%         94%     https://www.barchart.com/stocks/quotes/TPL/profile

{SP500_Mo_LowPrice} has lower CAGR, but can be run without a SI password. Click "Run Screener" and then "Download Report".

https://gtr1.net/2013/?~SP500_Mo_LowPrice::sp500.a...

[pctFloat] can be filled in manually for the final sort.

Ticker  tr:6,195  aprc:20  bcPctFloat  [finalSort]
 FOXA     1.68     55.37       78%         71
  TPR     1.77     77.72       98%         79
 PLTR     3.97     80.46       87%         92
 FTNT     1.68    101.72      100%         102
 GILD     1.78    116.04       82%         142
 DASH     1.70    180.11       99%         182
 TRGP     1.70    181.98       92%         198
  GEV     1.80    293.21      100%         293
 AXON     1.90    499.31       94%         532
  TPL     1.81    1304.98      94%         1396

Post-discovery results from 20230928 to 20250402 show higher CAGR and higher GSD:

            Screen              CAGR  TR  GSD  MDD
        SP500_MktCapWgt          22   35  12   -10
     Liquid_consolidators        47   78  39   -27
SP500_Mo_LowPrice_HighFloat25a   46   76  39   -28
      SP500_Mo_LowPrice          47   78  40   -27

Mechanical Investing FAQ

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