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No. of Recommendations: 3
Hello.
I'm not an expert in GTR1 and I would like to inquire about the possibility of conducting a study that might be interesting.
Could GTR1 be used with a specific universe, providing an Excel file with weekly picks from the past 15 years?
Let me explain further: I follow a guru who publishes a list of stocks every week. I have this list of stocks week by week in an Excel table for the past 15 years. I would like to perform two types of backtests:
1.- Check the result of buying and selling all the stocks every week in equal proportion, in order to compare it with another benchmark index.
2.- Apply a simple 'screen' to that universe of stocks to see if applying a screener to the universe could yield interesting results.
Please, could GTR1 be fed with that Excel table containing weekly picks from the past 15 years?
Do you know of any other backtester with which I could do this?
Thank you very much.
jcbg
No. of Recommendations: 2
If you know how to automate you could use GTR1.
For each week you would have to put the relevant stocks into the custom list box and you would have to fill in the boxes "report results from to".
So you could manually do it 750 times or automate.
Perhaps another way is to enter a single stock in the custom list and check total return from the time it comes on your list until it comes off.
Aussi
No. of Recommendations: 1
Does your guru also tell when to sell the stocks as well as when to buy? I'd bet not.
No. of Recommendations: 2
So, @jcbbaa summarizing the responses: theoretically yes but practically no.
GTR1 is a screener, not a tracker. If you have all those weeks of all those picks, you could set up
a Google Sheet, then with a start date and end date for those seven...hundred...eighty (780) weeks you could build a formula in Sheets for that would basically get you the non-dividend adjusted prices for those time periods for those stocks.
=googlefinance(symbol, price, startdate, enddate)... exact syntax look up.
Don't forget capital gains tax, bid/ask spread, etc. in the estimated total return calc.
Good luck, FC
No. of Recommendations: 2
Thank you very much, everyone.
@Aussi: Please, do you know any way or source to automate it? Thanks,
@Rayvt: Picks are sold when they fall from the weekly list, in the style of "WER".
@Flyingcircus: I will try to do it with Excel and bear in mind its simplicity (without dividends, slippage, commissions a and so on).
Thanks
jcbbaa
No. of Recommendations: 1
jcbbaa
Sorry, no idea how to automate GTR1.
If you use Excel and have 365, I think you can get adjusted closing prices using formulas within Excel.
Aussi
