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With GTR1 down, I am trying to use the SIPro screener.

Can anyone advise how to code:

styp.a != 14!15!44!45!73!74!75

I have 14 (ADRs)coded, but I am struggling to find the rest.

From GTR1 for Dummies

12.1 Stock Type (styp.a)
The term styp.a stands for stock type, and it is based on the Center for Research in Security Prices (CRSP) Array Codes (http://www.crsp.com/products/documentation/name-hi...)
These codes are summarized below:
Share Type ' First Digit
Code Definition
1 Ordinary Common Shares
2 Certificates, Americus Trust Components (Prime, Score, & Units)*
3 ADRs (American Depositary Receipts)
4 SBIs (Shares of Beneficial Interest)
7 Units (Depositary Units, Units Of Beneficial Interest, Units Of Limited Partnership Interest, Depositary Receipts, etc.), Exchange Traded Funds**
Share Type ' Second Digit
Code Definition
0 Securities Which Have Not Been Further Defined
1 Securities Which Need Not Be Further Defined
2 Companies Incorporated Outside the U.S
3 Americus Trust Components (Prime, Score, & Units)*, Exchange Traded Funds**
4 Closed-End Funds and Unit Investment Trusts
5 Closed-End Fund Companies Incorporated Outside the US
6 Special-Purpose Acquisition Companies (SPACs) organized in the US
7 Special-Purpose Acquisition Companies (SPACs) organized outside the US
8 REIT's (Real Estate Investment Trusts)
Note: *Americus Trust Components are exclusive to First Digit 2 and Second Digit
Note: **Exchange Traded Funds are exclusive to First Digit 7 and Second Digit 3.
Thus, ordinary common stock will be either 11 (US) or 12 (Foreign).
styp.a = 11!12
If the goal is to exclude REIT's, you would use:
styp.a != 18!48 (codes 28, 38, and 78 have never existed ' post 267804)
Note that there are a lot of codes that don't exist in the GTR1 database (see post 258321).
The filter Robbie likes to use is (post 256567)
styp.a != 14!15!44!45!73!74!75
This filter appears in all of the Si Pro screens available through GTR1 Helper. Curiously, no stocks have ever had styp.a=45 (even Robbie sometimes misses). This excludes:
CEF's Closed End Funds
ETF's Exchange Traded funds
LP's Limited Partnerships


Thanks

Craig

I used it for years. It is so so much easier than gtr1. Just look at the definitions, and play around with it, and in an hour, you will be an expert. It is very intuitive.

Not exactly what you're looking for, but here's an old SI screen from one of my aged spreadsheets. Is Radiscreen still working?

Define   {3pt_Relative_Value_M1}
Uses     [SI Price] [SI Market Cap Q1][SI Price--high 52 week][SI PE][SI Ind PE][SI Price/CFPS][SI Ind Price/CFPS][SI Price/Sales][SI Ind Price/Sales][SI Volume--Average Daily 10d][SI Volume--Average Monthly 3m][SI Exchange][SI ADR/ADS Stock][SI Sector][SI Industry]
Deblank  [SI Price][SI Market Cap Q1] [SI Price--high 52 week][SI PE][SI Ind PE][SI Price/CFPS][SI Ind Price/CFPS][SI Price/Sales][SI Ind Price/Sales][SI Volume--Average Daily 10d]  [SI Volume--Average Monthly 3m] [SI Exchange][SI ADR/ADS Stock][SI Sector]  [SI Industry]
Keep     :OR([SI Exchange]="M-Nasdaq",[SI Exchange]="N-NewYork",[SI Exchange]="A-American")
Keep     :AND([SI Sector]<>"07-Financial",[SI Industry]<>"0933-RealEstateOperations")
Keep     :[SI ADR/ADS Stock]="F"
Keep     :([SI Price]*[SI Volume--Average Daily 10d])>750
Keep     :[SI Market Cap Q1]>100
Keep     :[SI Price]>[SI Price--high 52 week]*0.9
Keep     :[SI PE]<[SI Ind PE]*0.9
Keep     :[SI Price/CFPS]<[SI Ind Price/CFPS]*0.9
Keep     :[SI Price/Sales]<[SI Ind Price/Sales]*0.9
Create   [VolRatio]:[SI Volume--Average Daily 10d]/[SI Volume--Average Monthly 3m]
Sort     Descending [Volratio]
End

Is Radiscreen still working?
Haven't used Radiscreen for a while but Runradis still works. SIP has changed the sectors and industry codes so you will have to change to the new values.
I believe lohill's post use Runradis for his postings. Anyway here is a Runradis output for a 3/31/2023 output for the 3ptRelValue Screen:
Define {3pt_Relative_Value}
Uses [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI Price--high 52 week] [SI PE] [SI Ind PE] [SI Price/CFPS] [SI Ind Price/CFPS] [SI Price/Sales] [SI Ind Price/Sales] [SI Volume--Average Daily 10d] [SI Volume--Average Monthly 3m][SI % Rank-Volume--Average Monthly 3m]
Deblank [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI Price--high 52 week] [SI PE] [SI Ind PE] [SI Price/CFPS] [SI Ind Price/CFPS] [SI Price/Sales] [SI Ind Price/Sales] [SI Volume--Average Daily 10d] [SI Volume--Average Monthly 3m][SI % Rank-Volume--Average Monthly 3m]
Keep :[SI Exchange]<>"Over the Counter"
Keep :[SI ADR/ADS Stock]="F"
Keep :[SI Price]>5
Keep :([SI Price]*[SI Volume--Average Daily 10d])>100
Keep :[SI Price]>[SI Price--high 52 week]*0.9
Keep :[SI PE]<[SI Ind PE]*0.9
Keep :[SI Price/CFPS]<[SI Ind Price/CFPS]*0.9
Keep :[SI Price/Sales]<[SI Ind Price/Sales]*0.9
Keep :[SI % Rank-Volume--Average Monthly 3m]>=25
Create [VolRatio] :[SI Volume--Average Daily 10d]/[SI Volume--Average Monthly 3m]
Sort Descending [VolRatio]
End

3pt_relative_value GNE BCO PERI JACK GMS SNEX MLI AVT MGM ASRT STRL OI GEHC

RAM

RAM

Could you please provide a link to RunRadis

Thanks

Craig

Link to RunRadis on SourceForge by jkhahn3 coded in OCaml (Objective Caml)runs in windows command line.
The source code is also available on GitHub for compiling on a Linux computer
https://sourceforge.net/projects/runradis/

It is nice to have a backup solution for SIP screening but robbie's GTR1 is an order
of magnitude better for both screening and backtesting. First of all SIP doesn't
provide any backtesting. On the AAII site they supposedly have backtest results for
their standard screens but they aren't real world backtests, their results assume you
bought all stocks that pass the screen every month with no slippage. No final sort to
limit your portfolio to a manageable size. I believe their numbers are based on
trading on the Friday close before the give you the data on Saturday. GTR1 trades with
either a 1 day lag or any number you choose to test with. GTR1 does a rolling daily
start test (for a 20 day hold it reports the results for 20 sequential 20 day holds).
A significantly better more robust test of the strategy. Robbie has integrated daily
non survivorship daily data into his backtester which makes it that more valuable.

For example, I just ran the same 3ptRelitiveValue on my monthly backtester from 8/29/1997.
Top 5 tilldrop 5 period 28 days slipRndTrp 0.70% , Dividends True , CashForNoPicks True
CAGR Fri 20.0% Mon 17.6% GSD 34.0% CAGR/GSD 0.6 UlcrIndx 16.9% MxDD 48.1%
AT 945% 1143 Buys, 1578 Holds and 96.0% Avg Invested
326 cycles, Over 25.59 Years Missing at Sell 17

GTR1's more complete results show daily start results varied from 15.9% to 32.7%.
My 20% single start date was just by luck near the midpoint. My GSD @ 33% at least gave
me an indication that actual results could be much higher or lower.
Max Drawdown and Ulcer Indexes were similar to GTR1's.

RAM / FLARAM

Aussi,

Are you still using that program I sent you (Screen Picks) to produce the picks you post each week for WER? If so, you should be able to use that same program to produce SI Pro picks. You have to have the AII data file and all you need to do is change that radio button from WER to SI Pro before you load the data. It is what I currently use to produce the SI Pro picks.

Larry

Larry

When you say "AAII data file", is that the file:

stockinvestorinstall_20230406.exe - Full Program and Data Update, Data as of 04/06/2023

Thanks

Craig

Aussi

I'm not sure what it is called but when O run the Stock Investor Pro application it asks me if I want to update. I say "yes" and when it finishes with the update I then Export the date to a tab delimited file which actually turns ou to be two files SIP TEXT.TXT and SIP TeXt_Key.TXT where the first is the data and the second are the headings for the data. I combine those two files into one with headings and data and that is the one I load into Screen Picks.

Larry

My apologies Craig. I forgot all the hassle I went to a few years ago to get this set up and I way over simplified what needs to be done. The first thing you have to do is create a new View in the Stock Investor Pro application that contains all the necessary fields that you will eventually want to export. I named my view "Bill2m" after my predecessor. That view must contain at least the 155 fields that we need from SIP. (That list is at the end of this message.) I know of no easy way to create that view in The SIP application other than to go into the View editor. (Perhaps RAM knows a better way.)

It is that View that you want to export from the SIP application. I elected to export to tab delimited data which produces two files SIP TEXT.TXT and SIP TEXT_Key.TXT where the former contains the data and the latter contains the column headings. I wrote a small program I call Format_SIP.exe which combines the data and headings into a single file I call SIP FORMATTED.TXT. That last file is the one I import into the the program (Screen Picks) that you use for the WER picks.

You could also elect to export the view Bill2m into an Excel spreadsheet. You then need to save that spreadsheet as a .txt file. That file should be just like SIP FORMATTED.TXT (mentioned above) and could be loaded into Screen Picks.

Here are the column headings you will need in the Bill2m view:

TICKER
% Rank-Free Cash Flow-Grth 12m
% Rank-Market Cap Q1
% Rank-PE
% Rank-Price/FCFPS
% Rank-Rel Strength 4 week
% Rank-Rel Strength 52 week
% Rank-Volume--Average Monthly 3m
Cash Y1
Accounts receivable Q1
Accounts receivable Q5
Cash Q1
Current assets Q1
Current assets Q5
Current liabilities Q1
Current liabilities Q5
Inventory Q1
Inventory Q5
Long-term debt Q1
Total assets Q1
Cash flow/share 12m
Cash from operations 12m
Free cash flow/share 12m
Free cash flow/share Y1
Free cash flow/share Y2
Cash flow/share Q1
Cash from operations Q1
Cash from operations Q5
Free cash flow/share Q1
Free cash flow/share Q5
ADR/ADS Stock
Country
Exchange
Industry
Optionable
Sector
Standard and Poor stock
EPS Est Q0-% Rev-Last Month
EPS Est Q0
EPS Est Q0-Last month
EPS Est Q0-Revisions down
EPS Est Q0-Revisions up
EPS Est Q1-% Rev-Last Month
EPS Est Q1
EPS Est Q1-Last month
EPS Est Y0-% Rev-Last Month
EPS Est Y0
EPS Est Y0-Last month
EPS Growth Est
Dividend-Growth 12m
EPS Cont-Growth 5yr
EPS Cont-Growth from Q5 to Q1
EPS Cont-Growth from Q6 to Q2
EPS DC-Growth from Q6-Q8 to Q2-Q4
EPS Dil Cont-Growth 3yr
EPS Dil Cont-Growth from Q5 to Q1
EPS Dil Cont-Growth from Q6 to Q2
EPS Dil Cont-Growth from Q7 to Q3
EPS Dil Cont-Growth from Q8 to Q4
EPS-Growth 12m
EPS-Growth 3yr
EPS-Growth 5yr
EPS-Growth from Q5 to Q1
Sales-Growth 3yr
Sales-Growth 5yr
Sales-Growth from Q5 to Q1
Sales-Growth from Q6 to Q2
EPS 12m
EPS Y1
EPS Y2
EPS Y3
EPS Y4
EPS-Continuing 12m
EPS-Continuing Y1
EPS-Continuing Y2
EPS-Continuing Y3
EPS-Continuing Y4
EPS-Continuing Y5
EPS-Diluted Continuing 12m
EPS-Diluted Continuing Y1
EPS-Diluted Continuing Y2
EPS-Diluted Continuing Y3
Sales 12m
Sales Y1
Sales Y2
Sales Y3
EPS Q1
EPS Q5
EPS-Continuing Q1
EPS-Continuing Q2
Net income Q1
Sales Q1
Sales Q5
Ind. Inventory turnover 12m
Ind. PE
Ind. Price/CFPS
Ind. Price/FCFPS
Ind. Price/Sales
Ind. Return on equity 12m
Sec. PE
Sec. Price/FCFPS
PE to Div adj EPS Est growth
PE
Price/Book
Price/CFPS
Price/FCFPS
Price/Sales
Yield
Float
Insiders--buy trades
Insiders--sell trades
Institutional Ownership %
Institutional shareholders
Institutions--shares purchased
Institutions--shares sold
Market Cap Q1
Price as % of 52 Week High
Price Change 13 week
Price Change 26 week
Price Change 4 week
Price Change 52 week
Price
Price--high 52 week
Price--low 52 week
Relative Strength 13 week
Relative Strength 26 week
Relative Strength 4 week
Shares Average Q1
Shares Average Q5
Volume--Average Daily 10d
Volume--Average Monthly 3m
Volume--Dollar Daily Avg 3m
Price M001
Price M002
Price M003
Price M004
Price M005
Price M006
Price M007
Price M008
Price M009
Price M010
Price--Volume M001
Price--Volume M002
Price--Volume M003
Price--Volume M004
Price--Volume M005
Price--Volume M006
Price--Volume M007
Price--Volume M008
Price--Volume M009
Current ratio Q1
Inventory turnover 12m
LT Debt/equity Q1
Return on equity 12m

HTH,
Larry

How come you don't use the screener that comes with the software?

Perhaps RAM knows a better way.
Not anymore! But if your talking about running RadiScript from the past great Radish.
I searched through my old files and found this "How to use RadiScript" document which I hadn't accessed since 2004.
https://www.dropbox.com/scl/fi/bxzn9roichipldxzq7q...
https://www.dropbox.com/scl/fi/wk0p9g34qa2to8coahs...
Hope the links work, I haven't used dropbox in a longe time.

How come you don't use the screener that comes with the software?

For me, the SIPro screener does not include SI Dividend Indicated. The value for the variable is in the database, but to my knowledge, not part of the SIPro screen system.

Craig

Okay. I understand now.

'Dividend, indicated' is included in SI-Pro - it's just not shown in any of the standard views. You need to create a custom view and select that field to be shown for it to appear. For ASC for example, 'Dividend, indicated' is $0.45.

Craig:

Sorry for the delayed response, but I only recently stumbled onto the site.

Can anyone advise how to code:
styp.a != 14!15!44!45!73!74!75

The SIPro fields for S&P stocks are not bad.

As of 3/10/2023 when GTR1 stopped working, the GTR1 counts for sp1500.a stocks were as follows

   1 had styp.a = 72,
   1 had styp.a = 71,
  25 had styp.a = 48
  93 had styp.a = 18
  52 had styp.a = 12
1330 had styp.a = 11

The SIPro field for ADRs is not so hot, but better than nothing. So, to approximate your
styp.a != 14!15!44!45!73!74!75 criterion consider restricting yourself to S&P 1500 stocks or ADRs per
SIPro fields. This can be done easily within SIPro (n

Best regards, Eric

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