Post #520 by RAMc on the Mechanical Investing board

Investment Strategies / Mechanical Investing ❤

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Taz2 . . I tested a P123 version. Over the past 5 years it backtested well.

I too have a P123 subscription with backtesting back to 1999 but haven't tried to construct a ROE_Cash
screen on P123. Would you be willing to post the p123 script you used. Before GTR1 crashed I was using
a GTR1 version of ROE_Cash that added some volatility constraints that improved long term results and
SAWR but hasn't helped post discovery. My Stock Investor Pro data only version I'm currently using
backtests well but as my backtester doesn't give me the same daily start statistical confidance that GTR1
provides. I have tested mungo's basic concept with enough deeper holds, longer periods and variations
of thresholds to satisfy myself that this screen is currently as robust as they get.

RAM

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