Subject: Re: Max CAGR for 3 step Screens
Regression Relative Strength

How is this calculated?

Conventional relative strength for 26 weeks, for example, is calculated by ranking the group of stocks by their 26 week total return.
Regression relative strength uses a linear regression (least mean squares) through the (log) prices over the last 26 weeks, and ranking the stocks by the slopes of their regression lines. The effect is to give less weight to the end points of the total price trend, and looking instead at the price trend line.

Elan