Post #1375 by Aussi on the Mechanical Investing board

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Investment Strategies / Mechanical Investing ❤

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No. of Recommendations: 10

Perhaps some small competition to stimulate discussion. Any better screens with a limited number of steps?

Aussi

One Step Screen

CAGR 16.2%
SAWR 9.47%
Start Date Jan 1992
20 day hold
0.2% friction
Ave number of stocks held 144

Step 0 ril.w !=null

https://gtr1.net/2013/?f0.20000::ril.w:nenull

Two step Screen

CAGR 19.3%
SAWR 8.77% (Not as good as 1 step screen)
Start date Jan 1992
20 day hold 0.2% friction
Ave number of stocks held 8.4

Step 0 ril.w !=null
Step 1 nas100.a = 1

https://gtr1.net/2013/?f0.20000::ril.w:nenull:nas1...

3 Step Screen

CAGR 21.2%
SAWR 11.53%
Start date Jan 1992
20 day hold 0.2% friction

Step 0 BCC >0
Step 1 ril.w !=null
Step 2 nas100.a = 1

https://gtr1.net/2013/?s19920103f0.20000::BCC:gt0:...

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