Post #2800 by Aussi on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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Musselmant

The screen certainly has a good return, but somewhere in my distant memory, I remember Robbie saying you shouldn't mix aprc with sma. aprc is actual price and sma is based on gprc.

5 day simple moving average>1,1 x 200 day sma ratio(aprc(1),sma(1,200))>1.1

On the screener ZIM is number 2 (I just happen to be familiar with this stock as it is on my YEY screen)

The screener says aprc is 24.23 which is the close on Nov 21. The sma(1,200) is 3.86. However, the lowest adjusted close is about 8.9. So the sma is not in adjusted close units.

Looking at the 3rd stock NMM, aprc is 51.38 and sma(1,200) is 0.62

So to eliminate the problem, I eliminated the step.

https://gtr1.net/2013/?aprc%281%29gt5:adv%281,63%2...

CAGR 23%
MDD -44%
SAWR 14%

Aussi

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