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Volker Gelfarth
24.10.2003, 00:59
http://backtest.org/SBT11XQ7ba7373rs13QXtcaT15Xr13T5UU
Define {AssRS13}
Uses [Timeliness Rank] [Total Current Assets] [Total Return 13-Week]
Deblank [Timeliness Rank] [Total Current Assets]
Keep :[Timeliness Rank]=1
Sort Descending [Total Current Assets]
Top :15 PlusTies
Deblank [Total Return 13-Week]
Sort Descending [Total Return 13-Week]
; Top :5
End

http://backtest.org/SBT12XQ7ba7373rs326QXtcaT50Xr26T5UU
Define {AssRS26}
Uses [Timeliness Rank] [Total Current Assets] [Total Return 26-Week]
Deblank [Timeliness Rank] [Total Current Assets]
Keep :[Timeliness Rank]<=2
Sort Descending [Total Current Assets]
Top :50 PlusTies
Deblank [Total Return 26-Week]
Sort Descending [Total Return 26-Week]
; Top :5
End

http://backtest.org/SBT11XQ7bbetaQXbetT10UU
Define {BETA}
Uses [Timeliness Rank] [Beta]
Deblank [Timeliness Rank] [Beta]
Keep :[Timeliness Rank]=1
Sort Descending [Beta]
; Top :10
End

http://backtest.org/SBQ7bblitzQXmcpT100XtimL3Xr26T10U
Define {BLITZ}
Uses [Market Cap $ (Mil)] [Timeliness Rank] [Total Return 26-Week]
Deblank [Market Cap $ (Mil)]
Sort Descending [Market Cap $ (Mil)]
Top :100 PlusTies
Deblank [Timeliness Rank] [Total Return 26-Week]
Keep :[Timeliness Rank]<3
Sort Descending [Total Return 26-Week]
; Top :10
End

http://backtest.org/SBT15XQ....UUUUUUU (http://backtest.org/SBT15XQ7bcaplowegQXmcpT500XbetGE1XtchLE2Xr13T50Xcp eNE0IcpeL100XOeg5ArceCDcpeDtimT5UUUUUUU)
Define {CAPLOWEG}
Uses [Timeliness Rank] [Market Cap $ (Mil)] [Beta] [Technical Rank] [Total Return 13-Week] [Current P/E Ratio] [EPS Growth 5-Year] [% Retained to Common Equity]
Deblank [Timeliness Rank] [Market Cap $ (Mil)]
Keep :[Timeliness Rank]<=5
Sort Descending [Market Cap $ (Mil)]
Top :500 PlusTies
Deblank [Beta] [Technical Rank] [Total Return 13-Week]
Keep :[Beta]>=1
Keep :[Technical Rank]<=2
Sort Descending [Total Return 13-Week]
Top :50 PlusTies
Deblank [Current P/E Ratio] [EPS Growth 5-Year] [% Retained to Common Equity]
Keep :AND([Current P/E Ratio]<>0,[Current P/E Ratio]<100)
Create [Formula1] http://www.value-analyse.de/iB_html/non-cgi/emoticons/sad.gif[EPS Growth 5-Year]+[% Retained to Common Equity])/[Current P/E Ratio]/[Timeliness Rank]
Sort Descending [Formula1]
; Top :5
End

http://backtest.org/SBT11XQ7bcaprsQXmcpT55Xtr1yT10UU
Define {CAPRS}
Uses [Timeliness Rank] [Market Cap $ (Mil)] [Total Return 1-Year]
Deblank [Timeliness Rank] [Market Cap $ (Mil)]
Keep :[Timeliness Rank]=1
Sort Descending [Market Cap $ (Mil)]
Top :55 PlusTies
Deblank [Total Return 1-Year]
Sort Descending [Total Return 1-Year]
; Top :10
End

Volker Gelfarth
24.10.2003, 00:59
http://backtest.org/SBQ7bcdpdQXcdvT100XpdgT5UU
Define {CDPD}
Uses [Current Dividend] [Proj Dividend Growth Rate]
Deblank [Current Dividend]
Sort Descending [Current Dividend]
Top :100 PlusTies
Deblank [Proj Dividend Growth Rate]
Sort Descending [Proj Dividend Growth Rate]
; Top :5
End


Define {COREVALU}
Uses [Financial Strength] [Div'd Yield] [Proj Dividend Growth Rate]
Deblank [Financial Strength] [Div'd Yield]
Keep :[Financial Strength]="A++"
Keep :[Div'd Yield]>AVERAGE([[Div'd Yield]])
Deblank [Proj Dividend Growth Rate]
Sort Descending [Proj Dividend Growth Rate] Descending [Div'd Yield]
End


Define {DALY}
Uses [Current P/E Ratio] [Proj EPS Growth Rate] [Timeliness Rank] [Total Return 26-Week]
Deblank [Current P/E Ratio]
Keep :[Current P/E Ratio]<100
Create [Average P/E] :AVERAGE([[Current P/E Ratio]])
Keep :[Current P/E Ratio]<[Average P/E]
Deblank [Proj EPS Growth Rate]
Keep :[Proj EPS Growth Rate]>[Average P/E]
Deblank [Timeliness Rank] [Total Return 26-Week]
Keep :[Timeliness Rank]<=2
Sort Descending [Total Return 26-Week]
End

<a href="http://backtest.org/SBQ7bdividend_growthQXdpcL55Xdg5G1.6Xslg5GEdg5Ieg5 GEdg5Xtr1ySdyldGS45Xtr4wGS15XepsxG0Idyld
G0XdyldT5UUUUUU" target="_blank">http://backtest.org/SBQ7bdi....5UUUUUU</a>
Define {DIVIDEND_GROWTH}
Uses [% Debt/Capital Latest Qtr] [Dividend Growth 5-Year] [Sales Growth 5-Year] [EPS Growth 5-Year] [Total Return 1-Year] [Div&#39;d Yield] [Total Return 4-Week] [Diluted Earn P/Sh]
Deblank [% Debt/Capital Latest Qtr] [Dividend Growth 5-Year] [Sales Growth 5-Year] [EPS Growth 5-Year] [Total Return 1-Year] [Div&#39;d Yield] [Total Return 4-Week] [Diluted Earn P/Sh]
Keep :[% Debt/Capital Latest Qtr]&lt;55
Keep :[Dividend Growth 5-Year]&gt;1.6
Keep :AND([Sales Growth 5-Year]&gt;=[Dividend Growth 5-Year],[EPS Growth 5-Year]&gt;=[Dividend Growth 5-Year])
Keep :[Total Return 1-Year]-[Div&#39;d Yield]&gt;-45
Keep :[Total Return 4-Week]&gt;-15
Keep :AND([Diluted Earn P/Sh]&gt;0,[Div&#39;d Yield]&gt;0)
Sort Descending [Div&#39;d Yield]
; Top :5
End

http://backtest.org/SBT12XQ7begQXr26T25XpegFr26T10UU
Define {EG}
Uses [Timeliness Rank] [Total Return 26-Week] [Proj EPS Growth Rate]
Deblank [Timeliness Rank] [Total Return 26-Week]
Keep :[Timeliness Rank]&lt;=2
Sort Descending [Total Return 26-Week]
Top :25 PlusTies
Deblank [Proj EPS Growth Rate]
Sort Descending [Proj EPS Growth Rate] Descending [Total Return 26-Week]
; Top :10
End

http://backtest.org/SBT12XQ....5UUUUUU (http://backtest.org/SBT12XQ7beg_pelaQXtchLE2Xeg5G0VpegG0Xr13T40Xtr4wG0 XpelaNE0XOeg5MpegCDpelaT5UUUUUU)
Define {EG_PELA}
Uses [Timeliness Rank] [Technical Rank] [EPS Growth 5-Year] [Proj EPS Growth Rate] [Total Return 13-Week] [Total Return 4-Week] [P/E Trailing 12 Mo]
Deblank [Timeliness Rank] [Technical Rank] [EPS Growth 5-Year] [Proj EPS Growth Rate] [Total Return 13-Week]
Keep :[Timeliness Rank]&lt;=2
Keep :[Technical Rank]&lt;=2
Keep :OR([EPS Growth 5-Year]&gt;0,[Proj EPS Growth Rate]&gt;0)
Sort Descending [Total Return 13-Week]
Top :40 PlusTies
Deblank [Total Return 4-Week] [P/E Trailing 12 Mo]
Keep :[Total Return 4-Week]&gt;0
Keep :[P/E Trailing 12 Mo]&lt;&gt;0
Create [Formula1] http://www.value-analyse.de/iB_html/non-cgi/emoticons/sad.gif[EPS Growth 5-Year]*[Proj EPS Growth Rate])/[P/E Trailing 12 Mo]
Sort Descending [Formula1]
; Top :5
End

http://backtest.org/SBT15XQ....T5UUUUU (http://backtest.org/SBT15XQ7beg5_atQXeg5G0Xr13Ar26T40XcpeNE0IcpeL100XO eg5AelqApegCDcpeT5UUUUU)
Define {EG5_AT}
Uses [Timeliness Rank] [EPS Growth 5-Year] [Total Return 13-Week] [Total Return 26-Week] [Current P/E Ratio] [% EPS Chg from Last Qtr] [Proj EPS Growth Rate]
Deblank [Timeliness Rank] [EPS Growth 5-Year] [Total Return 13-Week] [Total Return 26-Week]
Keep :[Timeliness Rank]&lt;=5
Keep :[EPS Growth 5-Year]&gt;0
Create [Formula1] :[Total Return 13-Week]+[Total Return 26-Week]
Sort Descending [Formula1]
Top :40 PlusTies
Deblank [Current P/E Ratio] [% EPS Chg from Last Qtr] [Proj EPS Growth Rate]
Keep :AND([Current P/E Ratio]&lt;&gt;0,[Current P/E Ratio]&lt;100)
Create [R13] http://www.value-analyse.de/iB_html/non-cgi/emoticons/sad.gif[EPS Growth 5-Year]+[% EPS Chg from Last Qtr]+[Proj EPS Growth Rate])/[Current P/E Ratio]
Sort Descending [R13]
; Top :5
End

http://backtest.org/SBT12XQ....5UUUUUU (http://backtest.org/SBT12XQ7beg5_pegQXtchLE2Xr13T50Xtr4wG0XcpeNE0IcpeL 100XOeg5ApegCDcpeT5UUUUUU)
Define {EG5_PEG}
Uses [Timeliness Rank] [Technical Rank] [Total Return 13-Week] [Total Return 4-Week] [Current P/E Ratio] [EPS Growth 5-Year] [Proj EPS Growth Rate]
Deblank [Timeliness Rank] [Technical Rank] [Total Return 13-Week]
Keep :[Timeliness Rank]&lt;=2
Keep :[Technical Rank]&lt;=2
Sort Descending [Total Return 13-Week]
Top :50 PlusTies
Deblank [Total Return 4-Week] [Current P/E Ratio] [EPS Growth 5-Year] [Proj EPS Growth Rate]
Keep :[Total Return 4-Week]&gt;0
Keep :AND([Current P/E Ratio]&lt;&gt;0,[Current P/E Ratio]&lt;100)
Create [Formula1] http://www.value-analyse.de/iB_html/non-cgi/emoticons/sad.gif[EPS Growth 5-Year]+[Proj EPS Growth Rate])/[Current P/E Ratio]
Sort Descending [Formula1]
; Top :5
End

http://backtest.org/SBT12XQ....eT5UUUU (http://backtest.org/SBT12XQ7beg5peQXtchLE2Xr13T50Xtr4wG0XcpeNE0IcpeL10 0Xeg5DcpeT5UUUU)
Define {EG5PE}
Uses [Timeliness Rank] [Technical Rank] [Total Return 13-Week] [Total Return 4-Week] [Current P/E Ratio] [EPS Growth 5-Year]
Deblank [Timeliness Rank] [Technical Rank] [Total Return 13-Week]
Keep :[Timeliness Rank]&lt;=2
Keep :[Technical Rank]&lt;=2
Sort Descending [Total Return 13-Week]
Top :50 PlusTies
Deblank [Total Return 4-Week] [Current P/E Ratio] [EPS Growth 5-Year]
Keep :[Total Return 4-Week]&gt;0
Keep :AND([Current P/E Ratio]&lt;&gt;0,[Current P/E Ratio]&lt;100)
Create [Formula1] :[EPS Growth 5-Year]/[Current P/E Ratio]
Sort Descending [Formula1]
; Top :5
End

http://backtest.org/SBT12XQ....5UUUUUU (http://backtest.org/SBT12XQ7begplow_peQXtchLE2Xr13T50XcpeNE0IcpeL100XO eg5ArceCDcpeT5UUUUUU)
Define {EGPLOW_PE}
Uses [Timeliness Rank] [Technical Rank] [Total Return 13-Week] [Current P/E Ratio] [EPS Growth 5-Year] [% Retained to Common Equity]
Deblank [Timeliness Rank] [Technical Rank] [Total Return 13-Week]
Keep :[Timeliness Rank]&lt;=2

Volker Gelfarth
24.10.2003, 01:00
Keep :[Technical Rank]&lt;=2
Sort Descending [Total Return 13-Week]
Top :50 PlusTies
Deblank [Current P/E Ratio] [EPS Growth 5-Year] [% Retained to Common Equity]
Keep :AND([Current P/E Ratio]&lt;&gt;0,[Current P/E Ratio]&lt;100)
Create [Formula1] http://www.value-analyse.de/iB_html/non-cgi/emoticons/sad.gif[EPS Growth 5-Year]+[% Retained to Common Equity])/[Current P/E Ratio]
Sort Descending [Formula1]
; Top :5
End

http://backtest.org/SBT12XQ....0UUUUUU (http://backtest.org/SBT12XQ7begplow_pe_eQXtchLE2Xeg5G0Xr13T25XcpeNE0Ic peL100XOeg5ArceCDcpeT10UUUUUU)
Define {EGPLOW_PE_E}
Uses [Timeliness Rank] [Technical Rank] [EPS Growth 5-Year] [Total Return 13-Week] [Current P/E Ratio] [% Retained to Common Equity]
Deblank [Timeliness Rank] [Technical Rank] [EPS Growth 5-Year] [Total Return 13-Week]
Keep :[Timeliness Rank]&lt;=2
Keep :[Technical Rank]&lt;=2
Keep :[EPS Growth 5-Year]&gt;0
Sort Descending [Total Return 13-Week]
Top :25 PlusTies
Deblank [Current P/E Ratio] [% Retained to Common Equity]
Keep :AND([Current P/E Ratio]&lt;&gt;0,[Current P/E Ratio]&lt;100)
Create [Formula1] http://www.value-analyse.de/iB_html/non-cgi/emoticons/sad.gif[EPS Growth 5-Year]+[% Retained to Common Equity])/[Current P/E Ratio]
Sort Descending [Formula1]
; Top :10
End

http://backtest.org/SBT12XQ....5UUUUUU (http://backtest.org/SBT12XQ7begpr_peQXtchLE2Xeg5G0VpegG0Xr13T40Xtr4wG0 XcpeNE0IcpeL100XOeg5MpegCDcpeT5UUUUUU)
Define {EGPR_PE}
Uses [Timeliness Rank] [Technical Rank] [EPS Growth 5-Year] [Proj EPS Growth Rate] [Total Return 13-Week] [Total Return 4-Week] [Current P/E Ratio]
Deblank [Timeliness Rank] [Technical Rank] [EPS Growth 5-Year] [Proj EPS Growth Rate] [Total Return 13-Week]
Keep :[Timeliness Rank]&lt;=2
Keep :[Technical Rank]&lt;=2
Keep :OR([EPS Growth 5-Year]&gt;0,[Proj EPS Growth Rate]&gt;0)
Sort Descending [Total Return 13-Week]
Top :40 PlusTies
Deblank [Total Return 4-Week] [Current P/E Ratio]
Keep :[Total Return 4-Week]&gt;0
Keep :AND([Current P/E Ratio]&lt;&gt;0,[Current P/E Ratio]&lt;100)
Create [Formula1] http://www.value-analyse.de/iB_html/non-cgi/emoticons/sad.gif[EPS Growth 5-Year]*[Proj EPS Growth Rate])/[Current P/E Ratio]
Sort Descending [Formula1]
; Top :5
End

http://backtest.org/SBT12XQ....1yT10UU (http://backtest.org/SBT12XQ7begrswQX.4Mr13A.3Mr26A.3Mtr1yT25XpegF.4Mr1 3A.3Mr26A.3Mtr1yT10UU)
Define {EGRSW}
Uses [Timeliness Rank] [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year] [Proj EPS Growth Rate]
Deblank [Timeliness Rank] [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year]
Keep :[Timeliness Rank]&lt;=2
Create [RSW] :.4*[Total Return 13-Week]+.3*[Total Return 26-Week]+.3*[Total Return 1-Year]
Sort Descending [RSW]
Top :25 PlusTies
Deblank [Proj EPS Growth Rate]
Sort Descending [Proj EPS Growth Rate] Descending [RSW]
; Top :10
End

http://backtest.org/SBT11XQ7bers13QXcpeG0XelqG0Xr13T5UU
Define {ERS13}
Uses [Timeliness Rank] [Current P/E Ratio] [% EPS Chg from Last Qtr] [Total Return 13-Week]
Deblank [Timeliness Rank] [Current P/E Ratio] [% EPS Chg from Last Qtr] [Total Return 13-Week]
Keep :[Timeliness Rank]=1
Keep :[Current P/E Ratio]&gt;0
Keep :[% EPS Chg from Last Qtr]&gt;0
Sort Descending [Total Return 13-Week]
; Top :5
End

http://backtest.org/SBT11XQ7bers326QXcpeG0XelqG0Xr26T5UU
Define {ERS26}
Uses [Timeliness Rank] [Current P/E Ratio] [% EPS Chg from Last Qtr] [Total Return 26-Week]
Deblank [Timeliness Rank] [Current P/E Ratio] [% EPS Chg from Last Qtr] [Total Return 26-Week]
Keep :[Timeliness Rank]=1
Keep :[Current P/E Ratio]&gt;0
Keep :[% EPS Chg from Last Qtr]&gt;0
Sort Descending [Total Return 26-Week]
; Top :5
End

http://backtest.org/SBQ7bfo....wCT5UUU (http://backtest.org/SBQ7bfog_bdfQXmcpT1000XgincG0XrceG0Xtr4wG0Xr13G0Xt r1ySr13SO3Mtr4wCT5UUU)
Define {FOG_BDF}
Uses [Market Cap &#036; (Mil)] [Gross Income] [% Retained to Common Equity] [Total Return 4-Week] [Total Return 13-Week] [Total Return 1-Year]
Deblank [Market Cap &#036; (Mil)]
Sort Descending [Market Cap &#036; (Mil)]
Top :1000 PlusTies
Deblank [Gross Income] [% Retained to Common Equity] [Total Return 4-Week] [Total Return 13-Week] [Total Return 1-Year]
Keep :[Gross Income]&gt;0
Keep :[% Retained to Common Equity]&gt;0
Keep :[Total Return 4-Week]&gt;0
Keep :[Total Return 13-Week]&gt;0
Create [FOG] :[Total Return 1-Year]-[Total Return 13-Week]-(3*[Total Return 4-Week])
Sort Descending [FOG]
; Top :5
End

http://backtest.org/SBT11XQ7bfog_miQXr13G0Xtr4wG0Xtr1ySr13S3Mtr4wT10UU
Define {FOG_MI}
Uses [Timeliness Rank] [Total Return 13-Week] [Total Return 4-Week] [Total Return 1-Year]
Deblank [Timeliness Rank] [Total Return 13-Week] [Total Return 4-Week] [Total Return 1-Year]
Keep :[Timeliness Rank]=1
Keep :[Total Return 13-Week]&gt;0
Keep :[Total Return 4-Week]&gt;0
Create [FOG_MI] :[Total Return 1-Year]-[Total Return 13-Week]-3*[Total Return 4-Week]
Sort Descending [FOG_MI]
; Top :10
End

http://backtest.org/SBT12XQ....UUUUUUU (http://backtest.org/SBT12XQ7bgar_eg5QXtchLE2Xeg5G0XcpeG0IcpeL100XpegG0 XOr13Atr4wCG0Xr13T30XOeg5DcpeCT5UUUUUUU)
Define {GAR_EG5}
Uses [Timeliness Rank] [Technical Rank] [EPS Growth 5-Year] [Current P/E Ratio] [Proj EPS Growth Rate] [Total Return 13-Week] [Total Return 4-Week]
Deblank [Timeliness Rank] [Technical Rank] [EPS Growth 5-Year] [Current P/E Ratio] [Proj EPS Growth Rate] [Total Return 13-Week] [Total Return 4-Week]
Keep :[Timeliness Rank]&lt;=2
Keep :[Technical Rank]&lt;=2
Keep :[EPS Growth 5-Year]&gt;0
Keep :AND([Current P/E Ratio]&gt;0,[Current P/E Ratio]&lt;100)
Keep :[Proj EPS Growth Rate]&gt;0
Keep http://www.value-analyse.de/iB_html/non-cgi/emoticons/sad.gif[Total Return 13-Week]+[Total Return 4-Week])&gt;0
Sort Descending [Total Return 13-Week]
Top :30 PlusTies
Create [Formula1] http://www.value-analyse.de/iB_html/non-cgi/emoticons/sad.gif[EPS Growth 5-Year]/[Current P/E Ratio])
Sort Descending [Formula1]
; Top :5
End

http://backtest.org/SBT12XQ7bgar4QXpbvLE3XpriG5Xtr4wM4Ar13Sr26T10UUU
Define {GAR4}
Uses [Timeliness Rank] [Price to Book Value] [Stock Price] [Total Return 4-Week] [Total Return 13-Week] [Total Return 26-Week]
Deblank [Timeliness Rank] [Price to Book Value] [Stock Price] [Total Return 4-Week] [Total Return 13-Week] [Total Return 26-Week]
Keep :[Timeliness Rank]&lt;=2
Keep :[Price to Book Value]&lt;=3
Keep :[Stock Price]&gt;5
Create [PriceRise] :[Total Return 4-Week]*4+[Total Return 13-Week]-[Total Return 26-Week]
Sort Descending [PriceRise]
; Top :10
End

<a href="http://backtest.org/SBT12XQ7bgar34cfsQXpbvLE3XpriG5XcflNE0XmcpDcflB90H XsltaNE0XmcpDsltaB90HXtr4wM4Ar13Sr26T5UU
UUUUU" target="_blank">http://backtest.org/SBT12XQ....UUUUUUU</a>
Define {GAR4CFS}
Uses [Timeliness Rank] [Price to Book Value] [Stock Price] [Cash Flow] [Market Cap &#036; (Mil)] [Sales Trail 12 Mo] [Total Return 4-Week] [Total Return 13-Week] [Total Return 26-Week]
Deblank [Timeliness Rank] [Price to Book Value] [Stock Price] [Cash Flow] [Market Cap &#036; (Mil)]
Keep :[Timeliness Rank]&lt;=2
Keep :[Price to Book Value]&lt;=3
Keep :[Stock Price]&gt;5
Keep :[Cash Flow]&lt;&gt;0
Create [Formula1] :[Market Cap &#036; (Mil)]/[Cash Flow]
Sort Ascending [Formula1]
Top :90% PlusTies
Deblank [Sales Trail 12 Mo]
Keep :[Sales Trail 12 Mo]&lt;&gt;0
Create [Formula2] :[Market Cap &#036; (Mil)]/[Sales Trail 12 Mo]
Sort Ascending [Formula2]
Top :90% PlusTies
Deblank [Total Return 4-Week] [Total Return 13-Week] [Total Return 26-Week]
Create [PriceRise] :[Total Return 4-Week]*4+[Total Return 13-Week]-[Total Return 26-Week]
Sort Descending [PriceRise]
; Top :5
End

http://backtest.org/SBT12XQ....wT10UUU (http://backtest.org/SBT12XQ7bgarpegQXcflG0XcpeG0IcpeL100XpegG0XcpeDpeg B65HXr26M2Ar13M2Atr4wT10UUU)
Define {GARPEG}
Uses [Timeliness Rank] [Cash Flow] [Current P/E Ratio] [Proj EPS Growth Rate] [Total Return 26-Week] [Total Return 13-Week] [Total Return 4-Week]
Deblank [Timeliness Rank] [Cash Flow] [Current P/E Ratio] [Proj EPS Growth Rate]
Keep :[Timeliness Rank]&lt;=2
Keep :[Cash Flow]&gt;0
Keep :AND([Current P/E Ratio]&gt;0,[Current P/E Ratio]&lt;100)
Keep :[Proj EPS Growth Rate]&gt;0
Create [PEG] :[Current P/E Ratio]/[Proj EPS Growth Rate]
Sort Ascending [PEG]
Top :65% PlusTies
Deblank [Total Return 26-Week] [Total Return 13-Week] [Total Return 4-Week]
Create [EGRS] :[Total Return 26-Week]*2+[Total Return 13-Week]*2+[Total Return 4-Week]
Sort Descending [EGRS]
; Top :10
End

http://backtest.org/SBT14XQ....iT5UUUU (http://backtest.org/SBT14XQ7bhbspQXmcpT525XmcpNE0XslsDmcpG1XpriNE0Xbvs DpriT5UUUU)
Define {HBSP}
Uses [Timeliness Rank] [Market Cap &#036; (Mil)] [Reported Annual Sales] [Stock Price] [Book Value per share]
Deblank [Timeliness Rank] [Market Cap &#036; (Mil)]
Keep :[Timeliness Rank]&lt;=4
Sort Descending [Market Cap &#036; (Mil)]
Top :525 PlusTies
Keep :[Market Cap &#036; (Mil)]&lt;&gt;0
Deblank [Reported Annual Sales] [Stock Price] [Book Value per share]
Keep :[Reported Annual Sales]/[Market Cap &#036; (Mil)]&gt;1
Keep :[Stock Price]&lt;&gt;0
Create [Formula1] :[Book Value per share]/[Stock Price]
Sort Descending [Formula1]
; Top :5
End

http://backtest.org/SBT15XQ7bhi_divQXcflT500XdpcL50XcdyT5UU
Define {HI_DIV}
Uses [Timeliness Rank] [Cash Flow] [% Debt/Capital Latest Qtr] [% Current Yield]
Deblank [Timeliness Rank] [Cash Flow]
Keep :[Timeliness Rank]&lt;=5
Sort Descending [Cash Flow]
Top :500 PlusTies
Deblank [% Debt/Capital Latest Qtr] [% Current Yield]
Keep :[% Debt/Capital Latest Qtr]&lt;50
Sort Descending [% Current Yield]
; Top :5
End

http://backtest.org/SBT11XQ7bhigh_cashQXcshFtr1yT55Xtr1yT10UU
Define {HIGH_CASH}
Uses [Timeliness Rank] [Cash] [Total Return 1-Year]
Deblank [Timeliness Rank] [Cash] [Total Return 1-Year]
Keep :[Timeliness Rank]=1
Sort Descending [Cash] Descending [Total Return 1-Year]
Top :55 PlusTies
Sort Descending [Total Return 1-Year]
; Top :10
End

http://backtest.org/SBQ7bhighcashflowQXcflFtr1yT5U
Define {HIGHCASHFLOW}
Uses [Cash Flow] [Total Return 1-Year]
Deblank [Cash Flow] [Total Return 1-Year]
Sort Descending [Cash Flow] Descending [Total Return 1-Year]
; Top :5
End

http://backtest.org/SBT12XQ7bhipriceQXtchLE2XpriT75Xtr1yT10UUU
Define {HIPRICE}
Uses [Timeliness Rank] [Technical Rank] [Stock Price] [Total Return 1-Year]
Deblank [Timeliness Rank] [Technical Rank] [Stock Price]
Keep :[Timeliness Rank]&lt;=2
Keep :[Technical Rank]&lt;=2
Sort Descending [Stock Price]
Top :75 PlusTies
Deblank [Total Return 1-Year]
Sort Descending [Total Return 1-Year]
; Top :10
End

http://backtest.org/SBQ7bhiyieldQXmcpT50XcdyT5U
Define {HIYIELD}
Uses [Market Cap &#036; (Mil)] [% Current Yield]
Deblank [Market Cap &#036; (Mil)]
Sort Descending [Market Cap &#036; (Mil)]
Top :50 PlusTies
Deblank [% Current Yield]
Sort Descending [% Current Yield]
; Top :5
End

http://backtest.org/SBT12XQ7bin_rs326QXpihT20HXr26T5UUU
Define {IN_RS26}
Uses [Timeliness Rank] [% Institutional Holdings] [Total Return 26-Week]
Deblank [Timeliness Rank] [% Institutional Holdings]
Keep :[Timeliness Rank]&lt;=2
Sort Descending [% Institutional Holdings]
Top :20% PlusTies
Deblank [Total Return 26-Week]
Sort Descending [Total Return 26-Week]
; Top :5
End

http://backtest.org/SBT12XQ7bkey100QXexgNEQtseQXmcpT100Xr26T10UUUU
Define {KEY100}
Uses [Timeliness Rank] [Exchange Code] [Market Cap &#036; (Mil)] [Total Return 26-Week]
Deblank [Timeliness Rank] [Exchange Code] [Market Cap &#036; (Mil)]
Keep :[Timeliness Rank]&lt;=2
Keep :[Exchange Code]&lt;&gt;"tse"
Sort Descending [Market Cap &#036; (Mil)]
Top :100 PlusTies
Deblank [Total Return 26-Week]
Sort Descending [Total Return 26-Week]
; Top :10
End

http://backtest.org/SBT12XQ....T10UUUU (http://backtest.org/SBT12XQ7bkeyclqQXdomiEQusQXmcpT30Xr26T10XeaqT10UUU U)
Define {KEYCLQ}
Uses [Timeliness Rank] [Domicile Code] [Market Cap &#036; (Mil)] [Total Return 26-Week] [% EPS 12-Month Chg Latest Qtr]
Deblank [Timeliness Rank] [Domicile Code] [Market Cap &#036; (Mil)]
Keep :[Timeliness Rank]&lt;=2
Keep :[Domicile Code]="us"
Sort Descending [Market Cap &#036; (Mil)]
Top :30 PlusTies
Deblank [Total Return 26-Week]
Sort Descending [Total Return 26-Week]
Top :10 PlusTies
Deblank [% EPS 12-Month Chg Latest Qtr]
Sort Descending [% EPS 12-Month Chg Latest Qtr]
; Top :10
End

http://backtest.org/SBT12XQ....yT5UUUU (http://backtest.org/SBT12XQ7bkeyrswQXdomiEQusQXmcpT30X.4Mr13A.3Mr26A.3 Mtr1yT5UUUU)
Define {KEYRSW}
Uses [Timeliness Rank] [Domicile Code] [Market Cap &#036; (Mil)] [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year]
Deblank [Timeliness Rank] [Domicile Code] [Market Cap &#036; (Mil)]
Keep :[Timeliness Rank]&lt;=2
Keep :[Domicile Code]="us"
Sort Descending [Market Cap &#036; (Mil)]
Top :30 PlusTies
Deblank [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year]
Create [RSW] :.4*[Total Return 13-Week]+.3*[Total Return 26-Week]+.3*[Total Return 1-Year]
Sort Descending [RSW]
; Top :5
End

http://backtest.org/SBT12XQ7bkeystoneQXdomiEQusQXmcpT30Xr26T10UUUU
Define {KEYSTONE}
Uses [Timeliness Rank] [Domicile Code] [Market Cap &#036; (Mil)] [Total Return 26-Week]
Deblank [Timeliness Rank] [Domicile Code] [Market Cap &#036; (Mil)]
Keep :[Timeliness Rank]&lt;=2
Keep :[Domicile Code]="us"
Sort Descending [Market Cap &#036; (Mil)]
Top :30 PlusTies
Deblank [Total Return 26-Week]
Sort Descending [Total Return 26-Week]
; Top :10
End

Volker Gelfarth
24.10.2003, 01:01
http://backtest.org/SBT15XQ....flB5UUU (http://backtest.org/SBT15XQ7blowdvQXmcpT500XpriG0XbvsG0XpriDbvsB20HXfc flG0XmcpDfcflB5UUU)
Define {LOWDV}
Uses [Timeliness Rank] [Market Cap &#036; (Mil)] [Stock Price] [Book Value per share] [Free Cash Flow]
Deblank [Timeliness Rank] [Market Cap &#036; (Mil)]
Keep :[Timeliness Rank]&lt;=5
Sort Descending [Market Cap &#036; (Mil)]
Top :500 PlusTies
Deblank [Stock Price] [Book Value per share]
Keep :[Stock Price]&gt;0
Keep :[Book Value per share]&gt;0
Create [Formula1] :[Stock Price]/[Book Value per share]
Sort Ascending [Formula1]
Top :20% PlusTies
Deblank [Free Cash Flow]
Keep :[Free Cash Flow]&gt;0
Create [Formula2] :[Market Cap &#036; (Mil)]/[Free Cash Flow]
Sort Ascending [Formula2]
; Top :5
End

http://backtest.org/SBQ7blowpbQXmcpT500XbvsG0XpriDbvsFSmcpB10U
Define {LOWPB}
Uses [Market Cap &#036; (Mil)] [Book Value per share] [Stock Price]
Deblank [Market Cap &#036; (Mil)]
Sort Descending [Market Cap &#036; (Mil)]
Top :500 PlusTies
Deblank [Book Value per share] [Stock Price]
Keep :[Book Value per share]&gt;0
Create [Formula1] :[Stock Price]/[Book Value per share]
Sort Ascending [Formula1] Descending [Market Cap &#036; (Mil)]
; Top :10
End

http://backtest.org/SBQ7blowpeQXcpeG0IcpeL100XcpeB250Xtr1yFScpeT5UU
Define {LOWPE}
Uses [Current P/E Ratio] [Total Return 1-Year]
Deblank [Current P/E Ratio]
Keep :AND([Current P/E Ratio]&gt;0,[Current P/E Ratio]&lt;100)
Sort Ascending [Current P/E Ratio]
Top :250 PlusTies
Deblank [Total Return 1-Year]
Sort Descending [Total Return 1-Year] Ascending [Current P/E Ratio]
; Top :5
End

http://backtest.org/SBT14XQ7blowpe_zltdQXltdE0XcpeB10HXtr1yT5UU
Define {LOWPE_ZLTD}
Uses [Timeliness Rank] [Long-Term Debt] [Current P/E Ratio] [Total Return 1-Year]
Deblank [Timeliness Rank] [Long-Term Debt] [Current P/E Ratio]
Keep :[Timeliness Rank]&lt;=4
Keep :[Long-Term Debt]=0
Sort Ascending [Current P/E Ratio]
Top :10% PlusTies
Deblank [Total Return 1-Year]
Sort Descending [Total Return 1-Year]
; Top :5
End

http://backtest.org/SBT11XQ7blowpsrQXprsrG0IprsrL1.5Xesg1G0Xr26T10UU
Define {LOWPSR}
Uses [Timeliness Rank] [Price/Sales Ratio] [EPS Growth 1-Year] [Total Return 26-Week]
Deblank [Timeliness Rank] [Price/Sales Ratio] [EPS Growth 1-Year] [Total Return 26-Week]
Keep :[Timeliness Rank]=1
Keep :AND([Price/Sales Ratio]&gt;0,[Price/Sales Ratio]&lt;1.5)
Keep :[EPS Growth 1-Year]&gt;0
Sort Descending [Total Return 26-Week]
; Top :10
End

http://backtest.org/SBT14XQ....T5UUUUU (http://backtest.org/SBT14XQ7blpe_yldQXcdyG0XcpeB20HXpriDbvsT80HXltdDta sB25HXcdyT5UUUUU)
Define {LPE_YLD}
Uses [Timeliness Rank] [% Current Yield] [Current P/E Ratio] [Stock Price] [Book Value per share] [Long-Term Debt] [Total Assets]
Deblank [Timeliness Rank] [% Current Yield] [Current P/E Ratio]
Keep :[Timeliness Rank]&lt;=4
Keep :[% Current Yield]&gt;0
Sort Ascending [Current P/E Ratio]
Top :20% PlusTies
Deblank [Stock Price] [Book Value per share]
Create [Formula1] :[Stock Price]/[Book Value per share]
Sort Descending [Formula1]
Top :80% PlusTies
Deblank [Long-Term Debt] [Total Assets]
Create [Formula2] :[Long-Term Debt]/[Total Assets]
Sort Ascending [Formula2]
Top :25% PlusTies
Sort Descending [% Current Yield]
; Top :5
End

http://backtest.org/SBT12XQ7bLPS12b2_r326QXprsrL1.5Xesg1G0Xr26T10UU
Define {LPS1+2_R26}
Uses [Timeliness Rank] [Price/Sales Ratio] [EPS Growth 1-Year] [Total Return 26-Week]
Deblank [Timeliness Rank] [Price/Sales Ratio] [EPS Growth 1-Year] [Total Return 26-Week]
Keep :[Timeliness Rank]&lt;=2
Keep :[Price/Sales Ratio]&lt;1.5
Keep :[EPS Growth 1-Year]&gt;0
Sort Descending [Total Return 26-Week]
; Top :10
End

http://backtest.org/SBT12XQ....1yT10UU (http://backtest.org/SBT12XQ7bLPS312b2_rswQXprsrL1.5Xesg1G0X.4Mr13A.3Mr 26A.3Mtr1yT10UU)
Define {LPS1+2_RSW}
Uses [Timeliness Rank] [Price/Sales Ratio] [EPS Growth 1-Year] [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year]
Deblank [Timeliness Rank] [Price/Sales Ratio] [EPS Growth 1-Year] [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year]
Keep :[Timeliness Rank]&lt;=2
Keep :[Price/Sales Ratio]&lt;1.5
Keep :[EPS Growth 1-Year]&gt;0
Create [RSW] :.4*[Total Return 13-Week]+.3*[Total Return 26-Week]+.3*[Total Return 1-Year]
Sort Descending [RSW]
; Top :10
End

http://backtest.org/SBT14XQ7blpsadQXmcpT500XslsDmcpT50XOtasSltdCDmcpT5
Define {LPSAD}
Uses [Timeliness Rank] [Market Cap &#036; (Mil)] [Reported Annual Sales] [Total Assets] [Long-Term Debt]
Deblank [Timeliness Rank] [Market Cap &#036; (Mil)]
Keep :[Timeliness Rank]&lt;=4
Sort Descending [Market Cap &#036; (Mil)]
Top :500 PlusTies
Deblank [Reported Annual Sales]
Create [Formula1] :[Reported Annual Sales]/[Market Cap &#036; (Mil)]
Sort Descending [Formula1]
Top :50 PlusTies
Deblank [Total Assets] [Long-Term Debt]
Create [Formula2] http://www.value-analyse.de/iB_html/non-cgi/emoticons/sad.gif[Total Assets]-[Long-Term Debt])/[Market Cap &#036; (Mil)]
Sort Descending [Formula2]
; Top :5
End

http://backtest.org/SBQ7blp....cpB5UUU (http://backtest.org/SBQ7blpsbQXmcpT500XbvsG0XslsNE0XmcpDslsL1XpriDbvsF SmcpB5UUU)
Define {LPSB}
Uses [Market Cap &#036; (Mil)] [Book Value per share] [Reported Annual Sales] [Stock Price]
Deblank [Market Cap &#036; (Mil)]
Sort Descending [Market Cap &#036; (Mil)]
Top :500 PlusTies
Deblank [Book Value per share] [Reported Annual Sales] [Stock Price]
Keep :[Book Value per share]&gt;0
Keep :[Reported Annual Sales]&lt;&gt;0
Keep :[Market Cap &#036; (Mil)]/[Reported Annual Sales]&lt;1
Create [Formula1] :[Stock Price]/[Book Value per share]
Sort Ascending [Formula1] Descending [Market Cap &#036; (Mil)]
; Top :5
End

http://backtest.org/SBT12XQ....0UUUUUU (http://backtest.org/SBT12XQ7boption_aQXtchLE2XOtr1yD100A1CDOr26D100A1C T75Xr26T10UUUUUU)
Define {OPTION_A}
Uses [Timeliness Rank] [Technical Rank] [Total Return 1-Year] [Total Return 26-Week]
Deblank [Timeliness Rank] [Technical Rank] [Total Return 1-Year] [Total Return 26-Week]
Keep :[Timeliness Rank]&lt;=2
Keep :[Technical Rank]&lt;=2
Create [TR52-26] http://www.value-analyse.de/iB_html/non-cgi/emoticons/sad.gif[Total Return 1-Year]/100+1)/([Total Return 26-Week]/100+1)
Sort Descending [TR52-26]
Top :75 PlusTies
Sort Descending [Total Return 26-Week]
; Top :10
End

http://backtest.org/SBQ7bpe....B5UUUUU (http://backtest.org/SBQ7bpeb73697a65QXcpeB30HXbvsNE0XpriDbvsB50HXpriDb vsT60HXmcpB5UUUUU)
Define {PEBsize}
Uses [Current P/E Ratio] [Book Value per share] [Stock Price] [Market Cap &#036; (Mil)]
Deblank [Current P/E Ratio]
Sort Ascending [Current P/E Ratio]
Top :30% PlusTies
Deblank [Book Value per share] [Stock Price]
Keep :[Book Value per share]&lt;&gt;0
Create [Formula1] :[Stock Price]/[Book Value per share]
Sort Ascending [Formula1]
Top :50% PlusTies
Sort Descending [Formula1]
Top :60% PlusTies
Deblank [Market Cap &#036; (Mil)]
Sort Ascending [Market Cap &#036; (Mil)]
; Top :5
End

http://backtest.org/SBT12XQ....10UUUUU (http://backtest.org/SBT12XQ7bpegQXcpeG0IcpeL100Xr26T25XpegNE0XSpegFcpe DpegB10XcpeDpegFSpegB10UUUUU)
Define {PEG}
Uses [Timeliness Rank] [Current P/E Ratio] [Total Return 26-Week] [Proj EPS Growth Rate]
Deblank [Timeliness Rank] [Current P/E Ratio] [Total Return 26-Week]
Keep :[Timeliness Rank]&lt;=2
Keep :AND([Current P/E Ratio]&gt;0,[Current P/E Ratio]&lt;100)
Sort Descending [Total Return 26-Week]
Top :25 PlusTies
Deblank [Proj EPS Growth Rate]
Keep :[Proj EPS Growth Rate]&lt;&gt;0
Create [PEG] :[Current P/E Ratio]/[Proj EPS Growth Rate]
Sort Descending [Proj EPS Growth Rate] Ascending [PEG]
Top :10 PlusTies
Sort Ascending [PEG] Descending [Proj EPS Growth Rate]
; Top :10
End

http://backtest.org/SBT12XQ....10UUUUU (http://backtest.org/SBT12XQ7bpeg13QXcpeG0IcpeL100Xr13T25XpegNE0XSpegFc peDpegB10XcpeDpegFSpegB10UUUUU)
Define {PEG13}
Uses [Timeliness Rank] [Current P/E Ratio] [Total Return 13-Week] [Proj EPS Growth Rate]
Deblank [Timeliness Rank] [Current P/E Ratio] [Total Return 13-Week]
Keep :[Timeliness Rank]&lt;=2
Keep :AND([Current P/E Ratio]&gt;0,[Current P/E Ratio]&lt;100)
Sort Descending [Total Return 13-Week]
Top :25 PlusTies
Deblank [Proj EPS Growth Rate]
Keep :[Proj EPS Growth Rate]&lt;&gt;0
Create [PEG] :[Current P/E Ratio]/[Proj EPS Growth Rate]
Sort Descending [Proj EPS Growth Rate] Ascending [PEG]
Top :10 PlusTies
Sort Ascending [PEG] Descending [Proj EPS Growth Rate]
; Top :10
End

<a href="http://backtest.org/SBT12XQ7bpegffQXcpeG0IcpeL100XpegNE0XcpeDpegL1.6Xp riG7XpegFScpeDpegT50XcpeDpegB25Xr26FScpe
DpegT5UUUUU" target="_blank">http://backtest.org/SBT12XQ....T5UUUUU</a>
Define {PEGFF}
Uses [Timeliness Rank] [Current P/E Ratio] [Proj EPS Growth Rate] [Stock Price] [Total Return 26-Week]
Deblank [Timeliness Rank] [Current P/E Ratio] [Proj EPS Growth Rate] [Stock Price]
Keep :[Timeliness Rank]&lt;=2
Keep :AND([Current P/E Ratio]&gt;0,[Current P/E Ratio]&lt;100)
Keep :[Proj EPS Growth Rate]&lt;&gt;0
Keep :[Current P/E Ratio]/[Proj EPS Growth Rate]&lt;1.6
Keep :[Stock Price]&gt;7
Create [PEG] :[Current P/E Ratio]/[Proj EPS Growth Rate]
Sort Descending [Proj EPS Growth Rate] Ascending [PEG]
Top :50 PlusTies
Sort Ascending [PEG]
Top :25 PlusTies
Deblank [Total Return 26-Week]
Sort Descending [Total Return 26-Week] Ascending [PEG]
; Top :5
End

http://backtest.org/SBQ7bpe....13T10UU (http://backtest.org/SBQ7bpeg-ntQXcesGE0XcpeL100XpegG0XcpeDpegB95Xr13T10UU)
Define {PEG-NT}
Uses [Current EPS] [Current P/E Ratio] [Proj EPS Growth Rate] [Total Return 13-Week]
Deblank [Current EPS] [Current P/E Ratio] [Proj EPS Growth Rate]
Keep :[Current EPS]&gt;=0
Keep :[Current P/E Ratio]&lt;100
Keep :[Proj EPS Growth Rate]&gt;0
Create [PEG] :[Current P/E Ratio]/[Proj EPS Growth Rate]
Sort Ascending [PEG]
Top :95 PlusTies
Deblank [Total Return 13-Week]
Sort Descending [Total Return 13-Week]
; Top :10
End

Volker Gelfarth
24.10.2003, 01:02
<a href="http://backtest.org/SBT12XQ7bpegrswQXcpeG0IcpeL100X.4Mr13A.3Mr26A.3Mtr 1yT25XpegNE0XSpegFcpeDpegB10XcpeDpegFSpe
gB10UUUUU" target="_blank">http://backtest.org/SBT12XQ....10UUUUU</a>
Define {PEGRSW}
Uses [Timeliness Rank] [Current P/E Ratio] [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year] [Proj EPS Growth Rate]
Deblank [Timeliness Rank] [Current P/E Ratio] [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year]
Keep :[Timeliness Rank]&lt;=2
Keep :AND([Current P/E Ratio]&gt;0,[Current P/E Ratio]&lt;100)
Create [RSW] :.4*[Total Return 13-Week]+.3*[Total Return 26-Week]+.3*[Total Return 1-Year]
Sort Descending [RSW]
Top :25 PlusTies
Deblank [Proj EPS Growth Rate]
Keep :[Proj EPS Growth Rate]&lt;&gt;0
Create [PEG] :[Current P/E Ratio]/[Proj EPS Growth Rate]
Sort Descending [Proj EPS Growth Rate] Ascending [PEG]
Top :10 PlusTies
Sort Ascending [PEG] Descending [Proj EPS Growth Rate]
; Top :10
End

http://backtest.org/SBT12XQ7bpih4QXOpihMtr4wCT5UUU
Define {PIH4}
Uses [Timeliness Rank] [% Institutional Holdings] [Total Return 4-Week]
Deblank [Timeliness Rank] [% Institutional Holdings] [Total Return 4-Week]
Keep :[Timeliness Rank]&lt;=2
Create [Formula1] http://www.value-analyse.de/iB_html/non-cgi/emoticons/sad.gif[% Institutional Holdings]*[Total Return 4-Week])
Sort Descending [Formula1]
; Top :5
End

http://backtest.org/SBT12XQ....10UUUUU (http://backtest.org/SBT12XQ7bplow_peQXinrLE35XtchLE2Xr13T50XcpeNE0Icpe L100XrceDcpeT10UUUUU)
Define {PLOW_PE}
Uses [Timeliness Rank] [Industry Rank] [Technical Rank] [Total Return 13-Week] [Current P/E Ratio] [% Retained to Common Equity]
Deblank [Timeliness Rank] [Industry Rank] [Technical Rank] [Total Return 13-Week]
Keep :[Timeliness Rank]&lt;=2
Keep :[Industry Rank]&lt;=35
Keep :[Technical Rank]&lt;=2
Sort Descending [Total Return 13-Week]
Top :50 PlusTies
Deblank [Current P/E Ratio] [% Retained to Common Equity]
Keep :AND([Current P/E Ratio]&lt;&gt;0,[Current P/E Ratio]&lt;100)
Create [Plow_PE] :[% Retained to Common Equity]/[Current P/E Ratio]
Sort Descending [Plow_PE]
; Top :10
End

http://backtest.org/SBT12XQ....cpeT5UU (http://backtest.org/SBT12XQ7bplow_pe2QXr13Ar26T25XcpeNE0IcpeL100XrceDc peT5UU)
Define {PLOW_PE2}
Uses [Timeliness Rank] [Total Return 13-Week] [Total Return 26-Week] [Current P/E Ratio] [% Retained to Common Equity]
Deblank [Timeliness Rank] [Total Return 13-Week] [Total Return 26-Week]
Keep :[Timeliness Rank]&lt;=2
Create [Formula1] :[Total Return 13-Week]+[Total Return 26-Week]
Sort Descending [Formula1]
Top :25 PlusTies
Deblank [Current P/E Ratio] [% Retained to Common Equity]
Keep :AND([Current P/E Ratio]&lt;&gt;0,[Current P/E Ratio]&lt;100)
Create [Plow_PE] :[% Retained to Common Equity]/[Current P/E Ratio]
Sort Descending [Plow_PE]
; Top :5
End

http://backtest.org/SBQ7bplow326wkQXrceG25XmcpT20Xr26T10U
Define {PLOW26WK}
Uses [% Retained to Common Equity] [Market Cap &#036; (Mil)] [Total Return 26-Week]
Deblank [% Retained to Common Equity] [Market Cap &#036; (Mil)]
Keep :[% Retained to Common Equity]&gt;25
Sort Descending [Market Cap &#036; (Mil)]
Top :20 PlusTies
Deblank [Total Return 26-Week]
Sort Descending [Total Return 26-Week]
; Top :10
End

http://backtest.org/SBQ7bplowbkldQXrceGE25XdpcLE40Xr26T10UUU
Define {PLOWBKLD}
Uses [% Retained to Common Equity] [% Debt/Capital Latest Qtr] [Total Return 26-Week]
Deblank [% Retained to Common Equity] [% Debt/Capital Latest Qtr] [Total Return 26-Week]
Keep :[% Retained to Common Equity]&gt;=25
Keep :[% Debt/Capital Latest Qtr]&lt;=40
Sort Descending [Total Return 26-Week]
; Top :10
End

http://backtest.org/SBT12XQ....UUUUUUU (http://backtest.org/SBT12XQ7bplowbvsQXinrLE35XtchLE2Xr13T50XpriNE0Ibvs NE0XrceDOpriDbvsCT5UUUUUUUU)
Define {PLOWBVS}
Uses [Timeliness Rank] [Industry Rank] [Technical Rank] [Total Return 13-Week] [Stock Price] [Book Value per share] [% Retained to Common Equity]
Deblank [Timeliness Rank] [Industry Rank] [Technical Rank] [Total Return 13-Week]
Keep :[Timeliness Rank]&lt;=2
Keep :[Industry Rank]&lt;=35
Keep :[Technical Rank]&lt;=2
Sort Descending [Total Return 13-Week]
Top :50 PlusTies
Deblank [Stock Price] [Book Value per share] [% Retained to Common Equity]
Keep :AND([Stock Price]&lt;&gt;0,[Book Value per share]&lt;&gt;0)
Create [PlowBVS] :[% Retained to Common Equity]/([Stock Price]/[Book Value per share])
Sort Descending [PlowBVS]
; Top :5
End

<a href="http://backtest.org/SBT12XQ7bploweg5_rs36331QXtchLE2Xr26Ar13Atr4wT50Xr ceG0Xeg5G0XcpeNE0IcpeL100XOeg5ArceCDcpeT
5UUUUU" target="_blank">http://backtest.org/SBT12XQ....T5UUUUU</a>
Define {PLOWEG5_RS631}
Uses [Timeliness Rank] [Technical Rank] [Total Return 26-Week] [Total Return 13-Week] [Total Return 4-Week] [% Retained to Common Equity] [EPS Growth 5-Year] [Current P/E Ratio]
Deblank [Timeliness Rank] [Technical Rank] [Total Return 26-Week] [Total Return 13-Week] [Total Return 4-Week]
Keep :[Timeliness Rank]&lt;=2
Keep :[Technical Rank]&lt;=2
Create [Formula1] :[Total Return 26-Week]+[Total Return 13-Week]+[Total Return 4-Week]
Sort Descending [Formula1]
Top :50 PlusTies
Deblank [% Retained to Common Equity] [EPS Growth 5-Year] [Current P/E Ratio]
Keep :[% Retained to Common Equity]&gt;0
Keep :[EPS Growth 5-Year]&gt;0
Keep :AND([Current P/E Ratio]&lt;&gt;0,[Current P/E Ratio]&lt;100)
Create [Formula2] http://www.value-analyse.de/iB_html/non-cgi/emoticons/sad.gif[EPS Growth 5-Year]+[% Retained to Common Equity])/[Current P/E Ratio]
Sort Descending [Formula2]
; Top :5
End

http://backtest.org/SBT12XQ....eT5UUUU (http://backtest.org/SBT12XQ7bplowld_nrsQXtchL3XdpcG0XcpeG0IcpeL100XOrc eSdpcCDcpeT5UUUU)
Define {PLOWLD_NRS}
Uses [Timeliness Rank] [Technical Rank] [% Debt/Capital Latest Qtr] [Current P/E Ratio] [% Retained to Common Equity]
Deblank [Timeliness Rank] [Technical Rank] [% Debt/Capital Latest Qtr] [Current P/E Ratio] [% Retained to Common Equity]
Keep :[Timeliness Rank]&lt;=2
Keep :[Technical Rank]&lt;3
Keep :[% Debt/Capital Latest Qtr]&gt;0
Keep :AND([Current P/E Ratio]&gt;0,[Current P/E Ratio]&lt;100)
Create [Formula1] http://www.value-analyse.de/iB_html/non-cgi/emoticons/sad.gif[% Retained to Common Equity]-[% Debt/Capital Latest Qtr])/[Current P/E Ratio]
Sort Descending [Formula1]
; Top :5
End

jo
26.05.2004, 21:12
@Volker was war den das? http://www.value-analyse.de/iB_html/non-cgi/emoticons/confused.gif

olli
20.04.2012, 09:56
Okay..? ;-)