Post #2528 by FlyingCircus on the Mechanical Investing board

Investment Strategies / Mechanical Investing ❤

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Thanks. still using the original def with float & mcap, For current stocks by using Fidelity's limited screener which only has TR1Y (not specifically 200d), I get

EA Electronic Arts Inc
KHC The Kraft Heinz Co
PANW Palo Alto Networks Inc
AZN Astrazeneca PLC
ADBE Adobe Inc

Which made me wonder how gtr1 calculates tr5d/tr200d when either value is negative...

so I just made it a negative aware subtraction to get a basic gap instead of a percentage (if TR1Y <0, TR5-TR200, otherwise TR200-TR5). Negative percentages wonky.

Now it gets the following
AVGO
NVDA
META
COST
ISRG

although only 1 has a negative 5day return.

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