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Investment Strategies / Mechanical Investing
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Author: musselmant   😊 😞
Number: of 5383 
Subject: musselmant screens
Date: 02/07/25 4:07 PM
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No. of Recommendations: 16
I don't if people here still read the old MF MI board but my two screens shared with them are almost undefeated on the "curated" screen list they follow. I posted in both places I think but didn't keep the link reference if I posted it here.
The Motley Fool tracks screens on its Mechanical Investing community board. My screens are the #
2 and 3 on the list. #2 starts from the S&P500 base and #3 from the Nasdaq100 base.

Liquid_consolidators
https://gtr1.net/2013/?~Liquid_consolidators:s2023...

Naz-consolidators:
https://gtr1.net/2013/?s20231229h60::nas100.a:nenu...
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Author: lizgdal 🐝  😊 😞
Number: of 5383 
Subject: Re: musselmant screens
Date: 02/11/25 1:11 PM
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No. of Recommendations: 6
I would add a few clarifications but get similar results, and the same picks as {Liquid_consolidators}. The screen is mostly momentum-based, but also looks for low price and high percentage float.

{MoFloatPrice2025a} picks as of 20250210:

Ticker  tr:1,5  tr:1,200  tr:5,195  float.s  shraq1.s  [PctFloat]  aprc  aprc/PctFloat
TPR 1.08 2.05 1.86 228 232 99% 79 80
UAL 1.01 1.96 2.06 327 335 98% 106 109
PLTR 1.39 5.39 4.81 2097 2250 93% 117 125
HWM 1.02 1.99 1.94 401 408 98% 128 130
VST 1.00 2.48 2.40 337 343 98% 168 171
RCL 1.00 1.92 1.94 255 269 95% 261 276
GEV 1.06 2.61 2.44 275 276 100% 385 386
TSLA 0.91 2.42 2.42 2793 3213 87% 351 403
AXON 1.03 2.25 2.19 73 76 96% 678 707
TPL 1.04 2.39 2.35 19 23 84% 1381 1641


Define {MoFloatPrice2025a}
Create [PctFloat]: [[SI Float]/[SI Shares Average Q1]]
step0: [S&P 500 Member] == 1
step1: [Mkt Days Since Security Opened] >= 200
step2: [PctFloat] > 0
step3: [Total Return Multiplier over 195 days; lag=4 days] Top 10
step4: [[Actual closing Price]/[PctFloat]] Bottom 5

https://gtr1.net/2013/?~MoFloatPrice2025a:r0::sp50...

===========================
Original posts of these screens:

Subject: new screen on Nas100 doubles its CAGR
https://www.shrewdm.com/MB?pid=375700638&wholeThre...

5 stock strategy w/1.3X better CAGR, better beta, same sharpe as SPY
https://discussion.fool.com/t/5-stock-strategy-w-1...
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Author: FlyingCircus   😊 😞
Number: of 5383 
Subject: Re: musselmant screens
Date: 01/11/26 12:47 AM
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No. of Recommendations: 6
Mman, I'm attempting to transfer/develop a small number of the group's MI screens over in Stockcharts "Scan Workbench". It has a different focus than GTR1 and doesn't backtest. For Naz consolidators, I've come up a current potential list of STX, AMAT, LRCX, WDC, MU, PLTR. Would you mind validating that with current picks to let me know how far off that list is?

The visibility of calculated fields is non-existent in that workbench unless used in a rank by clause, and only one rank by clause is allowed, among other issues.

Their tools are mostly focused on deep technical factors. I developed a N100 screen for positive PPO / above 50DMA, rank by technical rank descending and bought 2 in December. Very fortunate timing so far ;-).

The last update to the "curated screen list" I could find is Rana's from Feb '25. Is there another post over there more recent? https://discussion.fool.com/t/curated-screens-2025....

Thanks if you're interested,
FC


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Author: musselmant   😊 😞
Number: of 5383 
Subject: Re: musselmant screens
Date: 01/14/26 1:39 PM
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No. of Recommendations: 5
I sent this to you in my email already but don't see it here so am reposting:
Also, I think a simple 5 or 10 stock by 1 year momentum of Nasdaq100 stocks is superior.
Also 1 week/52 weeks worst ratio 5 or 10.
Simpler is good and if you saw my post just using 1 year momentum the numbers are good compared to the Nasdaq100 even if you had the bad luck of picking the worst start week.
And anyone can look up 1 year momentum without paying anyone and if Robbie disappears (which he has the right to certainly; memories of Keelix days).
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Author: rayvt   😊 😞
Number: of 5383 
Subject: Re: musselmant screens
Date: 01/14/26 3:04 PM
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No. of Recommendations: 5
https://gtr1.net/2013/?~Nasdaq100%20top%2010:s1999...

19990104 to 20251128
CAGR 18.1% GSD 36% Turnover 1.8

Note the default end date "11/28/2025" Has GTR1 not had data updates since then?


19900104 to 20251128: 23.4%, 36%, 1.8

20100104 to 20251128: 22.1%, 29%, 1.7
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Author: musselmant   😊 😞
Number: of 5383 
Subject: Re: musselmant screens
Date: 01/15/26 10:08 AM
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No. of Recommendations: 7
I assume he is busy; given his ongoing work on such a great tool I think we should chip in and pay him.
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