No. of Recommendations: 8
The 5 WWL picks are outperforming so far this year (results from 20240122 to 20240708):
Screen TR MDD Beta AT Depth
FCF26 27 -8 1.2 5 10
Fried_500 15 -8 0.5 1 10
HighRelativeValue 2 -10 0.8 12 10
LowMult 5 -11 0.7 8 10
LowPSplus 20 -17 1.9 11 10
Quality_Earnings 6 -8 0.5 7 10
RS_100 -1 -12 0.3 10 10
Up5pct 1 -11 0.8 11 10
Up5X3 -8 -14 0.4 12 10
VG_Horse 5 -15 0.8 6 10
WK_Voom 6 -9 -0.2 6 10
YldEarnYear_SI 2 -11 0.2 7 10
SP100EG 13 -8 1.2 2 5
TinyTitans2022c2 4 -13 0.8 3 10
Nas100Momentum 27 -13 2.1 3 5
SurpriseEstimatesi 6 -17 0.3 16 10
DivIncrease2019b 4 -8 0.9 2 10
SP1500Fscore -7 -11 0.6 4 10
Profitable2021 1 -8 0.8 0 20
zgCOWZ2023 10 -7 0.6 1 100
zgQUAL_2018 8 -7 1.1 0 20
zgSCHD2023a 11 -5 0.7 1 100
avg_WWL_5_picks 8.7 -12 1.0 6 8
average_22_screens 7.1 -10 0.8 6 19
SP1500EqualWeight 2.1 -7 0.8 0 1499
https://gtr1.net/2013/?~FCF26:h21f0.4::styp.a:et0!...(1,ord(1),-1,Q1End)am252:linear(1,Q1End,-252,1,1,dsio(1),-1,ord(1))al0:FCFPS12m:nenull:product(FCFPS12m,SHRAQ1)tn100:dspo(1)al126:trp(1,126)tn10:Q1End:pref(perendq1.s,ordq1.c):FCFPS12m:pref(fcfps12m.s,fcfps12mq1d.c):SHRAQ1:pref(shraq1.s,cshprq1d.c)
https://gtr1.net/2013/?~Fried_500:h21f0.4::sp500.a...(ratio(shraq1.s,shraq5.s),ratio(cshoq1d.c,cshoq5d.c)):PS:pref(ratio(product(sprc,shraq1.s),sales12m.s),ratio(product(cprc,cshoq1d.c),sale12mq1d.c))
https://gtr1.net/2013/?~HighRelativeValue:h21f0.4:...https://gtr1.net/2013/?~LowMult:h21f0.4::styp.a:et...(1,MktCap,-1,cpiadj(100))gt0:dspo(1)al10:ratio(agv(1,10),gtoa.a)gt10000:dspo(1)al252:ratio(gprc(1),hgprc(1,252))gt0.90:PE:nenull:PE:gt0:PCF:nenull:PCF:gt0:PS:nenull:PS:gt0:ratio(PE,MedianPE)lt.9:PCFInd:nenull:ratio(PCF,PCFInd)lt.9:PSInd:nenull:ratio(PS,PSInd)lt.9:trp(1,63)gt10:ratio(product(trp(1,126),agv(1,10)),product(agv(1,63),aprc))tn10:MedianPE:tpcut(PE,1,step13,50):MktCap:pref(product(csoq1d.s,sprc),product(cshoq1d.c,cprc),linear(0.000001,product(sho.a,aprc))):PE:importf(0,PE,-1):PCF:importf(1,PCF,-1):PS:importf(2,PS,-1):PCFInd:importf(1,PCFInd,-1):PSInd:importf(2,PSInd,-1)%7blf-1lp-1h1::styp.a:et0!10!11!12!18!30!31!48!71!72:linear(1,ord(1),-1,Q1End)am252:linear(1,Q1End,-252,1,1,dsio(1),-1,ord(1))al0:PE:gt0:IndGroup:gt0:PEInd:ne-999999:pPEInd:et-999999:Q1End:pref(perendq1.s,ordq1.c):IndGroup:pref(trbc7.s,incd.s,fincd49.a):PE:pref(ifgt(epsdc12mq1d.s,0,ratio(sprc,epsdc12mq1d.s),0),ifgt(epscon12mq1d.s,0,ratio(sprc,epscon12mq1d.s),0),ifgt(epsfx12mq1d.c,0,ratio(cprc,epsfx12mq1d.c),0)):PEInd:tpcut(PE,IndGroup,step5,50):pPEInd:pcntl(PE,IndGroup,step5)%7d%7blf-1lp-1h1::styp.a:et0!10!11!12!18!30!31!48!71!72:linear(1,ord(1),-1,Q1End)am252:linear(1,Q1End,-252,1,1,dsio,-1,ord)al0:PCF:gt0:IndGroup:gt0:PCFInd:ne-999999:pPCFInd:et-999999:Q1End:pref(perendq1.s,ordq1.c):IndGroup:pref(trbc7.s,incd.s,fincd49.a):PCF:pref(ifgt(cfps12mq1d.s,0,ratio(sprc,cfps12mq1d.s),0),ifgt(cfps12mq1d.c,0,ratio(cprc,cfps12mq1d.c),0)):PCFInd:tpcut(PCF,IndGroup,step5,50):pPCFInd:pcntl(PCF,IndGroup,step5)%7d%7blf-1lp-1h1::styp.a:et0!10!11!12!18!30!31!48!71!72:linear(1,ord(1),-1,Q1End)am252:linear(1,Q1End,-252,1,1,dsio(1),-1,ord(1))al0:PS:gt0:IndGroup:gt0:PSInd:ne-999999:pPSInd:et-999999:Q1End:pref(perendq1.s,ordq1.c):IndGroup:pref(trbc7.s,incd.s,fincd49.a):PS:pref(ifgt(shraq1.s,0,ratio(product(sprc,shraq1.s),sales12m.s),0),ifgt(cshoq1d.c,0,ratio(product(cprc,cshoq1d.c),sale12mq1d.c),0)):PSInd:tpcut(PS,IndGroup,step5,50):pPSInd:pcntl(PS,IndGroup,step5)%7d
https://gtr1.net/2013/?~LowPSplus:h21f0.4::styp.a:...(1)al10:linear(1,product(gprc(1),agv(1,10)),-1,cpiadj(150000))gt0:aprc:gt5:linear(1,MktCap,-1,cpiadj(75))gt0:ratio(agv(1,10),gtoa.a)gt10000:dspo(1)al252:linear(100,ratio(gprc(1),hgprc(1,252)))gt89:PS:nenull:PS:gt0:PS:bn10:pRS4WK:importf(0,pRS4WK,-999999):pRS52WK:importf(1,pRS52WK,-999999):MktCap:pref(product(csoq1d.s,sprc),product(cshoq1d.c,cprc),linear(0.000001,product(sho.a,aprc))):PS:importf(2,PS,-1)%7blf-1lp-1h1::styp.a:et0!10!11!12!18!30!31!48!71!72:dspo(1)al19:pRS4WK:et-1:pRS4WK:pcntla(trp(1,19),1,step2)%7d%7blf-1lp-1h1::styp.a:et0!10!11!12!18!30!31!48!71!72:dspo(1)al252:pRS52WK:et-1:pRS52WK:pcntla(trp(1,252),1,step2)%7d%7blf-1lp-1h1::styp.a:et0!10!11!12!18!30!31!48!71!72:linear(1,ord(1),-1,Q1End)am252:linear(1,Q1End,-252,1,1,dsio(1),-1,ord(1))al0:PS:gt0:IndGroup:gt0:PSInd:ne-999999:pPSInd:et-999999:Q1End:pref(perendq1.s,ordq1.c):IndGroup:pref(trbc7.s,incd.s,fincd49.a):PS:pref(ifgt(shraq1.s,0,ratio(product(sprc,shraq1.s),sales12m.s),0),ifgt(cshoq1d.c,0,ratio(product(cprc,cshoq1d.c),sale12mq1d.c),0)):PSInd:tpcut(PS,IndGroup,step5,50):pPSInd:pcntl(PS,IndGroup,step5)%7d
https://gtr1.net/2013/?~Quality_Earnings:h21f0.4::...(1,ord(1),-1,Q1End)am252:aprc:gt10:ratio(agv(1,10),gtoa.a)gt20000:EPSQ1:gt0:EPS12m:gt0:linear(1,FCFPSQ1,-1,EPSQ1)gt0:linear(1,FCFPS12m,-1,EPS12m)gt0:PFCF:gt0:PFCF:lt10:dspo(1)al126:trp(1,126)tn10:Q1End:pref(perendq1.s,ordq1.c):EPSQ1:pref(epsq1.s,epspiq1d.c):EPS12m:pref(eps12m.s,epspi12mq1d.c):FCFPSQ1:pref(fcfpsq1.s,fcfpsq1d.c):FCFPS12m:pref(fcfps12m.s,fcfps12mq1d.c):PFCF:pref(ratio(sprc,fcfps12mq1d.s),ratio(cprc,fcfps12mq1d.c))
https://gtr1.net/2013/?~RS_100:h21f0.4::styp.a:et0...(1)al10:ratio(agv(1,10),gtoa.a)gt100000:PFCF:nenull:PFCF:gt0:dspo(1)al252:linear(1,linear(100,ratio(gprc(1),hgprc(1,252))),-1,PFCF)gt80:sptr19:nenull:RS4wk:gt0:sptr63:nenull:RS13wk:gt0:styp.a:ne30!31:fincd12.a:ne11:ratio(agv(1,10),product(agv(1,63),aprc))tn10:PFCF:importf(0,PFCF,-1):sptr19:imports(1,sptr19,-1):RS4wk:linear(100,ratio(trm(1,19),sptr19),-100,1):sptr63:imports(2,sptr63,-1):RS13wk:linear(100,ratio(trm(1,63),sptr63),-100,1)%7blf-1lp-1h1::styp.a:et0!10!11!12!18!30!31!48!71!72:linear(1,ord(1),-1,Q1End)am252:linear(1,Q1End,-252,1,1,dsio,-1,ord)al0:PFCF:gt0:IndGroup:gt0:PFCFInd:ne-999999:pPFCFInd:et-999999:Q1End:pref(perendq1.s,ordq1.c):IndGroup:pref(trbc7.s,incd.s,fincd49.a):PFCF:pref(ifgt(fcfps12mq1d.s,0,ratio(sprc,fcfps12mq1d.s),0),ifgt(fcfps12mq1d.c,0,ratio(cprc,fcfps12mq1d.c),0)):PFCFInd:tpcut(PFCF,IndGroup,step5,50):pPFCFInd:pcntl(PFCF,IndGroup,step5)%7d%7blf-1lp-1h1::sptr19:gt0:sptr19:trm(1,19)%7bU:%7b!GSPC%7d%7d%7d%7blf-1lp-1h1::sptr63:gt0:sptr63:trm(1,63)%7bU:%7b!GSPC%7d%7d%7d
https://gtr1.net/2013/?~Up5pct:h21f0.4::styp.a:et0...(1)al10:ratio(agv(1,10),gtoa.a)gt20000:epseq1.s:nenull:epseq1.s:gt0:epspmeq1.s:nenull:epspmeq1.s:gt0:linear(1,epseq1.s,-1.05,epspmeq1.s)gt0:epsumeq0.s:nenull:epsumeq0.s:gt0:epsdmeq0.s:nenull:epsdmeq0.s:et0:PCF:nenull:PCF:gt0:PCF:lt20:dspo(1)al126:trp(1,126)tn10:PCF:importf(0,PCF,-1)%7blf-1lp-1h1::styp.a:et0!10!11!12!18!30!31!48!71!72:linear(1,ord(1),-1,Q1End)am252:linear(1,Q1End,-252,1,1,dsio,-1,ord)al0:PCF:gt0:IndGroup:gt0:PCFInd:ne-999999:pPCFInd:et-999999:Q1End:pref(perendq1.s,ordq1.c):IndGroup:pref(trbc7.s,incd.s,fincd49.a):PCF:pref(ifgt(cfps12mq1d.s,0,ratio(sprc,cfps12mq1d.s),0),ifgt(cfps12mq1d.c,0,ratio(cprc,cfps12mq1d.c),0)):PCFInd:tpcut(PCF,IndGroup,step5,50):pPCFInd:pcntl(PCF,IndGroup,step5)%7d
https://gtr1.net/2013/?~Up5X3:h21f0.4::styp.a:et0!...(1,MktCap,-1,cpiadj(100))gt0:dspo(1)al10:ratio(agv(1,10),gtoa.a)gt20000:epseq1.s:nenull:epseq1.s:gt0:epspmeq1.s:nenull:linear(1,epseq1.s,-1.05,epspmeq1.s)gt0:epsumeq0.s:nenull:epsumeq0.s:gt0:epsdmeq0.s:nenull:epsdmeq0.s:et0:PCF:nenull:PCF:gt0:PCF:lt25:dspo(1)al63:ratio(product(gprc(1),linear(10,agv(1,10),-63,agv(1,63))),trm(1,63))tn15:ratio(agv(1,10),agv(1,63))tn10:MktCap:pref(product(csoq1d.s,sprc),product(cshoq1d.c,cprc),linear(0.000001,product(sho.a,aprc))):PCF:importf(0,PCF,-1)%7blf-1lp-1h1::styp.a:et0!10!11!12!18!30!31!48!71!72:linear(1,ord(1),-1,Q1End)am252:linear(1,Q1End,-252,1,1,dsio,-1,ord)al0:PCF:gt0:IndGroup:gt0:PCFInd:ne-999999:pPCFInd:et-999999:Q1End:pref(perendq1.s,ordq1.c):IndGroup:pref(trbc7.s,incd.s,fincd49.a):PCF:pref(ifgt(cfps12mq1d.s,0,ratio(sprc,cfps12mq1d.s),0),ifgt(cfps12mq1d.c,0,ratio(cprc,cfps12mq1d.c),0)):PCFInd:tpcut(PCF,IndGroup,step5,50):pPCFInd:pcntl(PCF,IndGroup,step5)%7d
https://gtr1.net/2013/?~VG_Horse:h21f0.4::styp.a:e...(1,ord(1),-1,Q1End)am252:styp.a:ne30!31:Financial:et0:EPSQ5:nenull:EPSQ1:nenull:linear(1,EPSQ1,-1,EPSQ5)gt0:SalesQ5:nenull:SalesQ1:nenull:linear(1,SalesQ1,-1,SalesQ5)gt0:PFCF:gt0:PFCF:am20:Float:gt0:Float:lt20:InstitOwn:gt-99:InstitOwn:am70:linear(1,MktCap,-1,cpiadj(100,20000425))al0:aprc:al8:dspo(1)al126:trp(1,126)gt0:ratio(agv(1,10),gtoa.a)al30000:SORT:tn10:RealEstOps:ifet(styp.a,18!48,1,ifet(sic.a,6510!6512!6531!6798,1,0)):Financial:ifet(RealEstOps,1,0,ifet(fincd12.a,11,1,0)):PFCF:pref(ratio(sprc,fcfps12mq1d.s),ratio(cprc,fcfps12mq1d.c)):Float:pref(float.s,cshoq1d.c,linear(0.000001,sho.a)):InstitOwn:pref(shrinst.s,linear(100,sp500.a)):MktCap:pref(product(csoq1d.s,sprc),product(cshoq1d.c,cprc),linear(0.000001,product(sho.a,aprc))):Q1End:pref(perendq1.s,ordq1.c):EPSQ1:pref(epsq1.s,epspiq1d.c):EPSQ5:pref(epsq5.s,epspiq5d.c):SalesQ1:pref(salesq1.s,saleq1.c):SalesQ5:pref(salesq5.s,saleq5.c):VolRatio:ratio(agv(1,10),agv(1,63)):SORT:product(VolRatio,ratio(trp(1,126),ratio(agv(1,63),gtoa.a)))
https://gtr1.net/2013/?~WK_Voom:h21f0.4::styp.a:et...(aprc,linear(0.001,ratio(agv(1,10),gtoa.a)))gt100:aprc:gt5:ratio(agv(1,10),gtoa.a)gt10000:linear(1,MktCap,-1,cpiadj(75))gt0:PFCF:gt0:PCF:gt0:linear(1,ord(1),-1,Q1End)am252:TCO12m:gt0:CFPS12m:gt0:FCFPSQ5:nenull:FCFPSQ1:nenull:linear(1,FCFPSQ1,-1,FCFPSQ5)gt0:CashOpsQ5:nenull:CashOpsQ1:nenull:linear(1,CashOpsQ1,-1,CashOpsQ5)gt0:CFPSQ1:gt0:dspo(1)al252:linear(1,linear(100,ratio(gprc(1),hgprc(1,252))),-1,ratio(aprc,CFPSQ1))gt60:ratio(aprc,CFPSQ1)gt0:ratio(aprc,CFPSQ1)lt25:styp.a:ne30!31:fincd12.a:ne11:trp(1,63)gt10:ratio(product(trp(1,126),agv(1,10)),product(agv(1,63),aprc))tn10:MktCap:pref(product(csoq1d.s,sprc),product(cshoq1d.c,cprc),linear(0.000001,product(sho.a,aprc))):PFCF:importf(0,PFCF,-1):PCF:importf(1,PCF,-1):Q1End:pref(perendq1.s,ordq1.c):TCO12m:pref(tco12mq1d.s,tco12mq1d.c):CFPS12m:pref(cfps12mq1d.s,cfps12mq1d.c):CFPSQ1:pref(cfpsq1d.s,cfpsq1d.c):FCFPSQ1:pref(fcfpsq1.s,fcfpsq1d.c):FCFPSQ5:pref(fcfpsq5.s,fcfpsq5d.c):CashOpsQ1:pref(tcoq1.s,tcoq1d.c):CashOpsQ5:pref(fcfpsq5.s,fcfpsq5d.c)%7blf-1lp-1h1::styp.a:et0!10!11!12!18!30!31!48!71!72:linear(1,ord(1),-1,Q1End)am252:linear(1,Q1End,-252,1,1,dsio,-1,ord)al0:PFCF:gt0:IndGroup:gt0:PFCFInd:ne-999999:pPFCFInd:et-999999:Q1End:pref(perendq1.s,ordq1.c):IndGroup:pref(trbc7.s,incd.s,fincd49.a):PFCF:pref(ifgt(fcfps12mq1d.s,0,ratio(sprc,fcfps12mq1d.s),0),ifgt(fcfps12mq1d.c,0,ratio(cprc,fcfps12mq1d.c),0)):PFCFInd:tpcut(PFCF,IndGroup,step5,50):pPFCFInd:pcntl(PFCF,IndGroup,step5)%7d%7blf-1lp-1h1::styp.a:et0!10!11!12!18!30!31!48!71!72:linear(1,ord(1),-1,Q1End)am252:linear(1,Q1End,-252,1,1,dsio,-1,ord)al0:PCF:gt0:IndGroup:gt0:PCFInd:ne-999999:pPCFInd:et-999999:Q1End:pref(perendq1.s,ordq1.c):IndGroup:pref(trbc7.s,incd.s,fincd49.a):PCF:pref(ifgt(cfps12mq1d.s,0,ratio(sprc,cfps12mq1d.s),0),ifgt(cfps12mq1d.c,0,ratio(cprc,cfps12mq1d.c),0)):PCFInd:tpcut(PCF,IndGroup,step5,50):pPCFInd:pcntl(PCF,IndGroup,step5)%7d
https://gtr1.net/2013/?~YldEarnYear_SI:h21f0.4::st...(1)al63:pcntla(adv(1,63),1,step2)al50:cpe:gt0:ratio(cdy,cpe)tp10:dspo(12)al252:trp(12,252)tn10:cdy:linear(100,pref(ifne(dpsind.s,null,ratio(dpsind.s,sprc),ratio(cdv.a,aprc)),ifne(dpsind.s,null,ratio(dpsind.s,sprc),0),ratio(cdv.a,aprc))):cpe:importf(0,CurrentPE,-1)%7blf-1lp-1h1::styp.a:et0!10!11!12!18!30!31!48!71!72:linear(1,ord(1),-1,Q1End)am252:linear(1,Q1End,-252,1,1,dsio(1),-1,ord(1))al0:CurrentPE:et-999999:Q1End:pref(perendq1.s,ordq1.c):CurrentPE:pref(ifgt(cepsd.s,0,ratio(sprc,cepsd.s),0),ifgt(epsfx12mq1d.c,0,ratio(cprc,epsfx12mq1d.c),0))%7d
https://gtr1.net/2013/?~SP100EG_20220128_borisnand...https://gtr1.net/2013/?~TinyTitans2022c2_20220310_...https://gtr1.net/2013/?~Nas100Momentum_20191030_rg...https://gtr1.net/2013/?~SurpriseEstimatesi_2018012...https://gtr1.net/2013/?~DivIncrease2019b_20210512_...https://gtr1.net/2013/?~SP1500Fscore_20140826_nume...https://gtr1.net/2013/?~Profitable2021_20210621_bo...https://gtr1.net/2013/?~zgCOWZ2023:h63f0.4::styp.a...https://gtr1.net/2013/?~zgQUAL_20180320_borisnand:...https://gtr1.net/2013/?~zgSCHD2023a_20230331_lizgd...https://gtr1.net/2013/?~SP1500EqualWeight:h63f0.4:... 