-
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
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/...ticons/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
-
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'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'd Yield] [Total Return 4-Week] [Diluted Earn P/Sh]
Keep :[% Debt/Capital Latest Qtr]<55
Keep :[Dividend Growth 5-Year]>1.6
Keep :AND([Sales Growth 5-Year]>=[Dividend Growth 5-Year],[EPS Growth 5-Year]>=[Dividend Growth 5-Year])
Keep :[Total Return 1-Year]-[Div'd Yield]>-45
Keep :[Total Return 4-Week]>-15
Keep :AND([Diluted Earn P/Sh]>0,[Div'd Yield]>0)
Sort Descending [Div'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]<=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
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]<=2
Keep :[Technical Rank]<=2
Keep :OR([EPS Growth 5-Year]>0,[Proj EPS Growth Rate]>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]>0
Keep :[P/E Trailing 12 Mo]<>0
Create [Formula1] http://www.value-analyse.de/iB_html/...ticons/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
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]<=5
Keep :[EPS Growth 5-Year]>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]<>0,[Current P/E Ratio]<100)
Create [R13] http://www.value-analyse.de/iB_html/...ticons/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
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]<=2
Keep :[Technical Rank]<=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]>0
Keep :AND([Current P/E Ratio]<>0,[Current P/E Ratio]<100)
Create [Formula1] http://www.value-analyse.de/iB_html/...ticons/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
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]<=2
Keep :[Technical Rank]<=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]>0
Keep :AND([Current P/E Ratio]<>0,[Current P/E Ratio]<100)
Create [Formula1] :[EPS Growth 5-Year]/[Current P/E Ratio]
Sort Descending [Formula1]
; Top :5
End
http://backtest.org/SBT12XQ....5UUUUUU
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]<=2
-
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/...ticons/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
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]<=2
Keep :[Technical Rank]<=2
Keep :[EPS Growth 5-Year]>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]<>0,[Current P/E Ratio]<100)
Create [Formula1] http://www.value-analyse.de/iB_html/...ticons/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
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]<=2
Keep :[Technical Rank]<=2
Keep :OR([EPS Growth 5-Year]>0,[Proj EPS Growth Rate]>0)
Sort Descending [Total Return 13-Week]
Top :40 PlusTies
Deblank [Total Return 4-Week] [Current P/E Ratio]
Keep :[Total Return 4-Week]>0
Keep :AND([Current P/E Ratio]<>0,[Current P/E Ratio]<100)
Create [Formula1] http://www.value-analyse.de/iB_html/...ticons/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
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]<=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]>0
Keep :[% EPS Chg from Last Qtr]>0
Sort Descending [Total Return 13-Week]
; Top :5
End
http://backtest.org/SBT11XQ7bers326Q...XelqG0Xr26T5UU
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]>0
Keep :[% EPS Chg from Last Qtr]>0
Sort Descending [Total Return 26-Week]
; Top :5
End
http://backtest.org/SBQ7bfo....wCT5UUU
Define {FOG_BDF}
Uses [Market Cap $ (Mil)] [Gross Income] [% Retained to Common Equity] [Total Return 4-Week] [Total Return 13-Week] [Total Return 1-Year]
Deblank [Market Cap $ (Mil)]
Sort Descending [Market Cap $ (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]>0
Keep :[% Retained to Common Equity]>0
Keep :[Total Return 4-Week]>0
Keep :[Total Return 13-Week]>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_miQ...13S3Mtr4wT10UU
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]>0
Keep :[Total Return 4-Week]>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
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]<=2
Keep :[Technical Rank]<=2
Keep :[EPS Growth 5-Year]>0
Keep :AND([Current P/E Ratio]>0,[Current P/E Ratio]<100)
Keep :[Proj EPS Growth Rate]>0
Keep http://www.value-analyse.de/iB_html/...ticons/sad.gif[Total Return 13-Week]+[Total Return 4-Week])>0
Sort Descending [Total Return 13-Week]
Top :30 PlusTies
Create [Formula1] http://www.value-analyse.de/iB_html/...ticons/sad.gif[EPS Growth 5-Year]/[Current P/E Ratio])
Sort Descending [Formula1]
; Top :5
End
http://backtest.org/SBT12XQ7bgar4QXp...Ar13Sr26T10UUU
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]<=2
Keep :[Price to Book Value]<=3
Keep :[Stock Price]>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 $ (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 $ (Mil)]
Keep :[Timeliness Rank]<=2
Keep :[Price to Book Value]<=3
Keep :[Stock Price]>5
Keep :[Cash Flow]<>0
Create [Formula1] :[Market Cap $ (Mil)]/[Cash Flow]
Sort Ascending [Formula1]
Top :90% PlusTies
Deblank [Sales Trail 12 Mo]
Keep :[Sales Trail 12 Mo]<>0
Create [Formula2] :[Market Cap $ (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
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]<=2
Keep :[Cash Flow]>0
Keep :AND([Current P/E Ratio]>0,[Current P/E Ratio]<100)
Keep :[Proj EPS Growth Rate]>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
Define {HBSP}
Uses [Timeliness Rank] [Market Cap $ (Mil)] [Reported Annual Sales] [Stock Price] [Book Value per share]
Deblank [Timeliness Rank] [Market Cap $ (Mil)]
Keep :[Timeliness Rank]<=4
Sort Descending [Market Cap $ (Mil)]
Top :525 PlusTies
Keep :[Market Cap $ (Mil)]<>0
Deblank [Reported Annual Sales] [Stock Price] [Book Value per share]
Keep :[Reported Annual Sales]/[Market Cap $ (Mil)]>1
Keep :[Stock Price]<>0
Create [Formula1] :[Book Value per share]/[Stock Price]
Sort Descending [Formula1]
; Top :5
End
http://backtest.org/SBT15XQ7bhi_divQ...dpcL50XcdyT5UU
Define {HI_DIV}
Uses [Timeliness Rank] [Cash Flow] [% Debt/Capital Latest Qtr] [% Current Yield]
Deblank [Timeliness Rank] [Cash Flow]
Keep :[Timeliness Rank]<=5
Sort Descending [Cash Flow]
Top :500 PlusTies
Deblank [% Debt/Capital Latest Qtr] [% Current Yield]
Keep :[% Debt/Capital Latest Qtr]<50
Sort Descending [% Current Yield]
; Top :5
End
http://backtest.org/SBT11XQ7bhigh_ca...yT55Xtr1yT10UU
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/SBT12XQ7bhiprice...T75Xtr1yT10UUU
Define {HIPRICE}
Uses [Timeliness Rank] [Technical Rank] [Stock Price] [Total Return 1-Year]
Deblank [Timeliness Rank] [Technical Rank] [Stock Price]
Keep :[Timeliness Rank]<=2
Keep :[Technical Rank]<=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 $ (Mil)] [% Current Yield]
Deblank [Market Cap $ (Mil)]
Sort Descending [Market Cap $ (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]<=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/SBT12XQ7bkey100Q...100Xr26T10UUUU
Define {KEY100}
Uses [Timeliness Rank] [Exchange Code] [Market Cap $ (Mil)] [Total Return 26-Week]
Deblank [Timeliness Rank] [Exchange Code] [Market Cap $ (Mil)]
Keep :[Timeliness Rank]<=2
Keep :[Exchange Code]<>"tse"
Sort Descending [Market Cap $ (Mil)]
Top :100 PlusTies
Deblank [Total Return 26-Week]
Sort Descending [Total Return 26-Week]
; Top :10
End
http://backtest.org/SBT12XQ....T10UUUU
Define {KEYCLQ}
Uses [Timeliness Rank] [Domicile Code] [Market Cap $ (Mil)] [Total Return 26-Week] [% EPS 12-Month Chg Latest Qtr]
Deblank [Timeliness Rank] [Domicile Code] [Market Cap $ (Mil)]
Keep :[Timeliness Rank]<=2
Keep :[Domicile Code]="us"
Sort Descending [Market Cap $ (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
Define {KEYRSW}
Uses [Timeliness Rank] [Domicile Code] [Market Cap $ (Mil)] [Total Return 13-Week] [Total Return 26-Week] [Total Return 1-Year]
Deblank [Timeliness Rank] [Domicile Code] [Market Cap $ (Mil)]
Keep :[Timeliness Rank]<=2
Keep :[Domicile Code]="us"
Sort Descending [Market Cap $ (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/SBT12XQ7bkeyston...T30Xr26T10UUUU
Define {KEYSTONE}
Uses [Timeliness Rank] [Domicile Code] [Market Cap $ (Mil)] [Total Return 26-Week]
Deblank [Timeliness Rank] [Domicile Code] [Market Cap $ (Mil)]
Keep :[Timeliness Rank]<=2
Keep :[Domicile Code]="us"
Sort Descending [Market Cap $ (Mil)]
Top :30 PlusTies
Deblank [Total Return 26-Week]
Sort Descending [Total Return 26-Week]
; Top :10
End
-
http://backtest.org/SBT15XQ....flB5UUU
Define {LOWDV}
Uses [Timeliness Rank] [Market Cap $ (Mil)] [Stock Price] [Book Value per share] [Free Cash Flow]
Deblank [Timeliness Rank] [Market Cap $ (Mil)]
Keep :[Timeliness Rank]<=5
Sort Descending [Market Cap $ (Mil)]
Top :500 PlusTies
Deblank [Stock Price] [Book Value per share]
Keep :[Stock Price]>0
Keep :[Book Value per share]>0
Create [Formula1] :[Stock Price]/[Book Value per share]
Sort Ascending [Formula1]
Top :20% PlusTies
Deblank [Free Cash Flow]
Keep :[Free Cash Flow]>0
Create [Formula2] :[Market Cap $ (Mil)]/[Free Cash Flow]
Sort Ascending [Formula2]
; Top :5
End
http://backtest.org/SBQ7blowpbQXmcpT...iDbvsFSmcpB10U
Define {LOWPB}
Uses [Market Cap $ (Mil)] [Book Value per share] [Stock Price]
Deblank [Market Cap $ (Mil)]
Sort Descending [Market Cap $ (Mil)]
Top :500 PlusTies
Deblank [Book Value per share] [Stock Price]
Keep :[Book Value per share]>0
Create [Formula1] :[Stock Price]/[Book Value per share]
Sort Ascending [Formula1] Descending [Market Cap $ (Mil)]
; Top :10
End
http://backtest.org/SBQ7blowpeQXcpeG...Xtr1yFScpeT5UU
Define {LOWPE}
Uses [Current P/E Ratio] [Total Return 1-Year]
Deblank [Current P/E Ratio]
Keep :AND([Current P/E Ratio]>0,[Current P/E Ratio]<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_z...eB10HXtr1yT5UU
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]<=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/SBT11XQ7blowpsrQ...sg1G0Xr26T10UU
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]>0,[Price/Sales Ratio]<1.5)
Keep :[EPS Growth 1-Year]>0
Sort Descending [Total Return 26-Week]
; Top :10
End
http://backtest.org/SBT14XQ....T5UUUUU
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]<=4
Keep :[% Current Yield]>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...sg1G0Xr26T10UU
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]<=2
Keep :[Price/Sales Ratio]<1.5
Keep :[EPS Growth 1-Year]>0
Sort Descending [Total Return 26-Week]
; Top :10
End
http://backtest.org/SBT12XQ....1yT10UU
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]<=2
Keep :[Price/Sales Ratio]<1.5
Keep :[EPS Growth 1-Year]>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/SBT14XQ7blpsadQX...tasSltdCDmcpT5
Define {LPSAD}
Uses [Timeliness Rank] [Market Cap $ (Mil)] [Reported Annual Sales] [Total Assets] [Long-Term Debt]
Deblank [Timeliness Rank] [Market Cap $ (Mil)]
Keep :[Timeliness Rank]<=4
Sort Descending [Market Cap $ (Mil)]
Top :500 PlusTies
Deblank [Reported Annual Sales]
Create [Formula1] :[Reported Annual Sales]/[Market Cap $ (Mil)]
Sort Descending [Formula1]
Top :50 PlusTies
Deblank [Total Assets] [Long-Term Debt]
Create [Formula2] http://www.value-analyse.de/iB_html/...ticons/sad.gif[Total Assets]-[Long-Term Debt])/[Market Cap $ (Mil)]
Sort Descending [Formula2]
; Top :5
End
http://backtest.org/SBQ7blp....cpB5UUU
Define {LPSB}
Uses [Market Cap $ (Mil)] [Book Value per share] [Reported Annual Sales] [Stock Price]
Deblank [Market Cap $ (Mil)]
Sort Descending [Market Cap $ (Mil)]
Top :500 PlusTies
Deblank [Book Value per share] [Reported Annual Sales] [Stock Price]
Keep :[Book Value per share]>0
Keep :[Reported Annual Sales]<>0
Keep :[Market Cap $ (Mil)]/[Reported Annual Sales]<1
Create [Formula1] :[Stock Price]/[Book Value per share]
Sort Ascending [Formula1] Descending [Market Cap $ (Mil)]
; Top :5
End
http://backtest.org/SBT12XQ....0UUUUUU
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]<=2
Keep :[Technical Rank]<=2
Create [TR52-26] http://www.value-analyse.de/iB_html/...ticons/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
Define {PEBsize}
Uses [Current P/E Ratio] [Book Value per share] [Stock Price] [Market Cap $ (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]<>0
Create [Formula1] :[Stock Price]/[Book Value per share]
Sort Ascending [Formula1]
Top :50% PlusTies
Sort Descending [Formula1]
Top :60% PlusTies
Deblank [Market Cap $ (Mil)]
Sort Ascending [Market Cap $ (Mil)]
; Top :5
End
http://backtest.org/SBT12XQ....10UUUUU
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]<=2
Keep :AND([Current P/E Ratio]>0,[Current P/E Ratio]<100)
Sort Descending [Total Return 26-Week]
Top :25 PlusTies
Deblank [Proj EPS Growth Rate]
Keep :[Proj EPS Growth Rate]<>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
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]<=2
Keep :AND([Current P/E Ratio]>0,[Current P/E Ratio]<100)
Sort Descending [Total Return 13-Week]
Top :25 PlusTies
Deblank [Proj EPS Growth Rate]
Keep :[Proj EPS Growth Rate]<>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]<=2
Keep :AND([Current P/E Ratio]>0,[Current P/E Ratio]<100)
Keep :[Proj EPS Growth Rate]<>0
Keep :[Current P/E Ratio]/[Proj EPS Growth Rate]<1.6
Keep :[Stock Price]>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
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]>=0
Keep :[Current P/E Ratio]<100
Keep :[Proj EPS Growth Rate]>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
-
<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]<=2
Keep :AND([Current P/E Ratio]>0,[Current P/E Ratio]<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]<>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]<=2
Create [Formula1] http://www.value-analyse.de/iB_html/...ticons/sad.gif[% Institutional Holdings]*[Total Return 4-Week])
Sort Descending [Formula1]
; Top :5
End
http://backtest.org/SBT12XQ....10UUUUU
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]<=2
Keep :[Industry Rank]<=35
Keep :[Technical Rank]<=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]<>0,[Current P/E Ratio]<100)
Create [Plow_PE] :[% Retained to Common Equity]/[Current P/E Ratio]
Sort Descending [Plow_PE]
; Top :10
End
http://backtest.org/SBT12XQ....cpeT5UU
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]<=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]<>0,[Current P/E Ratio]<100)
Create [Plow_PE] :[% Retained to Common Equity]/[Current P/E Ratio]
Sort Descending [Plow_PE]
; Top :5
End
http://backtest.org/SBQ7bplow326wkQX...mcpT20Xr26T10U
Define {PLOW26WK}
Uses [% Retained to Common Equity] [Market Cap $ (Mil)] [Total Return 26-Week]
Deblank [% Retained to Common Equity] [Market Cap $ (Mil)]
Keep :[% Retained to Common Equity]>25
Sort Descending [Market Cap $ (Mil)]
Top :20 PlusTies
Deblank [Total Return 26-Week]
Sort Descending [Total Return 26-Week]
; Top :10
End
http://backtest.org/SBQ7bplowbkldQXr...LE40Xr26T10UUU
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]>=25
Keep :[% Debt/Capital Latest Qtr]<=40
Sort Descending [Total Return 26-Week]
; Top :10
End
http://backtest.org/SBT12XQ....UUUUUUU
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]<=2
Keep :[Industry Rank]<=35
Keep :[Technical Rank]<=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]<>0,[Book Value per share]<>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]<=2
Keep :[Technical Rank]<=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]>0
Keep :[EPS Growth 5-Year]>0
Keep :AND([Current P/E Ratio]<>0,[Current P/E Ratio]<100)
Create [Formula2] http://www.value-analyse.de/iB_html/...ticons/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
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]<=2
Keep :[Technical Rank]<3
Keep :[% Debt/Capital Latest Qtr]>0
Keep :AND([Current P/E Ratio]>0,[Current P/E Ratio]<100)
Create [Formula1] http://www.value-analyse.de/iB_html/...ticons/sad.gif[% Retained to Common Equity]-[% Debt/Capital Latest Qtr])/[Current P/E Ratio]
Sort Descending [Formula1]
; Top :5
End
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