Post #3856 by rayvt on the Mechanical Investing board

Investment Strategies / Mechanical Investing

Unthreaded | Threaded | Whole Thread (36)

Post New | Post Reply | Report Post | Recommend It!

No. of Recommendations: 4

For such a monthly momentum screen I am not sure that Nasdaq 100 would be better than the S&P 500. Just because the S&P pool is much wider.

Using recommendation buy-or-better, ranked by 1 year performance, the #10 S&P is +71% while the NAS100 is +51%.

As to filtering by Analyst Recommends, it seems reasonable to require a positive ranking as long as there are at least 10 stocks.

I have toyed with somehow also including the half-year & quarter-year rankings. Maybe omitting or downvoting those with negative half and/or quarter.
On today's rankings, all 10 of the S&P are up in all 3 performance. For the Nas100, 3 are negative in qtr or half. ::shrug::

Post New | Post Reply | Report Post | Recommend It!

Print the post

Unthreaded | Threaded | Whole Thread (36)

Prev | Next

Announcements

Mechanical Investing FAQ

Contact Shrewd'm
Contact the developer of these message boards.

A community forum supporting civilized, and highly helpful, self-educating investors that come together for Shrewdness and merry spirits. These message boards closely follow the look and feel of the old message boards at boards.fool.com prior to the boards redirected to discussion.fool.com. Shrewd'm is not affiliated with the comprehensive and excellent investment website, The Motley Fool (TMF), in any way. The Shrewd commmunity here has owed, and continues to owe, gratitude to The Motley Fool for nurturing a culture of jovial irreverence towards Wall St, and that tradition will continue here.