No. of Recommendations: 11
{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
gtr1.net: GTR1 Backtester - SP500_Mo_LowPrice_HighFloat25agtr1.net: GTR1 Backtester - Liquid_consolidatorsAs 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% barchart.com: FOXA Profile for Fox Corp Cl A Stock
TPR 206 207 99% 98% barchart.com: TPR Profile for Tapestry Stock
PLTR 2,165 2,345 92% 87% barchart.com: PLTR Profile for Palantir Technologies Cl A Stock
GILD 1,243 1,245 100% 100% barchart.com: Share price, QUOTES
FTNT 650 769 85% 82% barchart.com: Share price, QUOTES
TRGP 214 218 98% 99% barchart.com: Share price, QUOTES
DASH 360 420 86% 92% barchart.com: Share price, QUOTES
GEV 275 276 100% 100% barchart.com: Share price, QUOTES
AXON 73 77 95% 94% barchart.com: Share price, QUOTES
TPL 19 23 84% 94% barchart.com: Share price, QUOTES
{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
