Post #269 by Aguila on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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As I remember, the screen was based on a steady increase in price. For instance, a stock that increased at 2% each month for 6 months was a better choice than a stock that had large fluctuations each month, but over a 6 month period grew 13%.

Look for posts by LorenCobb and BarryDTO in the early 2000s. The concept started as "Exponential Growth" and then morphed into RRS screens with volatility adjustment:

http://www.datahelper.com/mi/search.phtml?nofool=y...

I think Elan still uses a volatility adjusted RRS screen for 6/3 options. By the way, Elan, how have the 6/3 options fared in the last couple of years?

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