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Investment Strategies / Mechanical Investing
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Author: Taz2 ✭  😊 😞
Number: of 4356 
Subject: Re: look back period
Date: 08/28/2025 12:03 PM
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No. of Recommendations: 5
P123 Version: (slightly modified)

Universe($ADR)=FALSE AND Country("USA") AND Universe(NOOTC)
Universe(MasterLP)=FALSE
#APeriods > 2 //No IPOs
AvgDailyTot(20)>500000 // Enough liquidity to trade
LatestActualDays < 60 //Recent 10Q filed
Pr2SalesTTM < 1.5 & Pr2SalesTTM != NA
EBITA > EBITPY
Ret3M%Chg > 0
Ret6M%Chg > 0
Ret1Y%Chg > 0
FOrderOLD("Ret1Y%Chg",#All,#Desc,#Previous,TRUE) <= 8

Five Year Backtest (Yes, I know that's not long enough, but it's the subscription I currently have.)

Screen 25% Annualized, -50% Max DD, 1.41 Beta, 0.97 Sortino
S&P500 14% Annualized, -33% Max DD, 1.0 Beta, 0.94 Sortino
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