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I would like to know how many people here are using my consolidated screens.
People don't talk about them (maybe nothing to say about them) but I would like to know if anyone uses them.
One picked MA, now up 68% in 2 months.

https://gtr1.net/2013/?~Liquid_consolidators:s2023... "Liquid consolidators"

60% better CAGR than the index with higher sharpe and same beta. Worse drawdown -69% v. -60% (i.e. both bad).

https://gtr1.net/2013/?s20081231::nas100.a:nenull:...

or "nasdaq consolidators" 150% better CAGR than its index, with marginally better drawdown (still horrible), better sharpe, marginally worse beta.

I.e. the point of this board isn't to buy an index fund.
Or you can simply do the following:
Nasdaq100 (101 stocks at the moment with GOOG and GOOGL both in it)
a. buy the top 10 price change performers in the last year:
b. same but use 10 months=200 trading days instead, backwards from when you invest
c. 10 month top 5 momentum
d. 12 month top 5 momentum
e. top 5 by ratio 1 year return/5 day return
f. top 5 by ratio 10 month return/5 day return
g. if you prefer starting with S&P500 stocks: those 500, then 5dayreturn/200day return bottom 10, then MarketCap/float bottom 5
h. "nasdaq consolidators"
i. "liquid consolidators"

So you couls have beaten my 2 consolidator screens with simpler criteria had you used them and would have killed it this year. As I said before MU is up 68% since I got it. In down markets you get creamed but then so do the major indices.

a.1985 forward   nasdaq100 S&P500    b.    c.     d.    e.      f.      g.       h.   i. i is from 19970902
cagr   24.8      11.5      12.2     24.6  27.8   27.8  28.4    27.76   17.6    23.4   17.6                   
sharpe   .789      .44       .5       .78   .78    .78   .79     .78     .62     .73   1.6
beta    1.29      1.29      1.0      1.27  1.38   1.4   1.4     1.38    1.0     1.23    .62
worst
drwdwn-71.5     -80.7     -60.3    -74.6  -74.2 -73.3  -73.7  -74     -68.9   -74.8  -68.9
2025 return                                      58     64             61       39    61
<pre/>

So just buying the top 5 by their 1 year momentum from the Nasdaq100 list every month has much more than doubled the Nasdaq100 itself with higher Sharpe and lower maximum draw-down. 

https://www.slickcharts.com/nasdaq100  

https://finance.yahoo.com/quote/%5ENDX/components/

you can use 120 day return instead of 200 and screen for free at:

https://finviz.com/screener.ashx?v=111&f=idx_ndx&o...  

   

I use a couple of similar screens. My opinion is that 5 is too few stocks, so I go with top 10.

****** Top 10 Price/(52 week H+L sum) Monthly.
****** Top 10 NASDAQ100 stocks with the best 52 week gain. Monthly.
** Mungofitch screen using ROE, VL timeliness, etc. on the Russell top 2000, top 25 stocks.

Some screens picked MU and WBD a few months ago. Those two have been fortuitous, with huge gains.

and a couple of not quite similar.
* Top 10 of VONG (Russell 1000 growth index recast July 1 each year.) Hold for 1 year.
Up +53% since 2024 vs. VONG +37%

I buy GOOGL instead of GOOG.

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It has been virtually impossible to beat the S&P 500 over the last few years, unless you wer, like SPY, heavy on the Magnificent 7 stocks.

Liquid_consolidators

Why did you backtest this since only 2024? That's much too short of a backtest.

Starting 1/3/2003 & rebalance only new positions gets CAGR 18.8%, GSD 32%, AT 5.7%

Change from S&P to Nas100 gets CAGR 20.7%, GSD 31%, AT 5.0%

Yeah maxDD is terrible; these dates encompass the 2008/2009 & 2022 bear markets.



Doubling the last two fields to get top 10:
S&P: CAGR 15.9%, GSD 27%, AT 5.1%

NAS100: CAGR 16.9%, GSD 25%, AT 4.1

S&P 500 EW at start, no rebalance: CAGR 11.9%, GSD 18%, AT 0.1%

you can stick in any date; maybe the link I posted was the last time I ran it, not the max, to check on recent returns

I've been using them the last year or so as part of a WWL sampling of a few screens. It's been a little more legwork to implement as I don't have a SIPRO subscription, but the kind folks here had previously walked me through an approximation. No complaints here.

my MU up 105% in the last 2 months.
Simple RS 253 on Nasdaq100 works. Many 20-30% drawdowns but good months pull you up.

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