No. of Recommendations: 8
I am mostly interested in monthly screens, long only, no hedging or timing, and no nano caps. So I did not do much testing on:
penny stocks (less than $1 Price)
nano caps (less than $50 million Market Cap)
daily or weekly trading
timing or hedging
ADR, MLP, ETF, or CEF
non-US stocks
My Base screen is:
GTR1 {gBase}
step0: Ordinary common stock or REIT.
step1: [SI Sales Q1] > 0
step2: [Mkt Days Since Security Opened] >= 253
step3: [Actual closing Price] > 1
step4: [Average dollar-volume over 63 days] > 1,000,000
step5: [MktCap] >= 50
step6: Last Q report filed within the past year.
step7: Only one ticker per company.
Rebalance every 19 mkt days, equal weight.
P123 {pBase}
Universe(PRIMARYUSA)
!IsMLP & !IsOTC & !IsUnlisted
SalesQ > 0
Close(253) > 0
Close(0) > 1
AvgDailyTot(63) > 1000 * 1000
MktCap >= 50
BarsSince(PeriodDateQ) <= 252
!StaleStmt
Rebalance every 4 weeks, no hedging, equal weight.
PRIMARYUSA is US equities excluding ADRs and foreign stocks.
