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Thema: Definition der Screens

  1. #1
    Moderator
    Registriert seit
    22.05.2001
    Ort
    Hattingen - Bad Kleinkirchheim
    Beiträge
    370

    Standard

    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] [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
    herzliche Grüße

    Volker

  2. #2
    Moderator
    Registriert seit
    22.05.2001
    Ort
    Hattingen - Bad Kleinkirchheim
    Beiträge
    370

    Standard

    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
    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] [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]&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] [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]&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] [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]&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
    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
    herzliche Grüße

    Volker

  3. #3
    Moderator
    Registriert seit
    22.05.2001
    Ort
    Hattingen - Bad Kleinkirchheim
    Beiträge
    370

    Standard

    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] [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]&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] [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]&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] [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]&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/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]&gt;0
    Keep :[% EPS Chg from Last Qtr]&gt;0
    Sort Descending [Total Return 26-Week]
    ; Top :5
    End

    http://backtest.org/SBQ7bfo....wCT5UUU
    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_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]&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
    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 [Total Return 13-Week]+[Total Return 4-Week])&gt;0
    Sort Descending [Total Return 13-Week]
    Top :30 PlusTies
    Create [Formula1] [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]&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
    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
    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_divQ...dpcL50XcdyT5UU
    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_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]&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/SBT12XQ7bkey100Q...100Xr26T10UUUU
    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
    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
    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/SBT12XQ7bkeyston...T30Xr26T10UUUU
    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
    herzliche Grüße

    Volker

  4. #4
    Moderator
    Registriert seit
    22.05.2001
    Ort
    Hattingen - Bad Kleinkirchheim
    Beiträge
    370

    Standard

    http://backtest.org/SBT15XQ....flB5UUU
    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/SBQ7blowpbQXmcpT...iDbvsFSmcpB10U
    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/SBQ7blowpeQXcpeG...Xtr1yFScpeT5UU
    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_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]&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/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]&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
    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...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]&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
    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/SBT14XQ7blpsadQX...tasSltdCDmcpT5
    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] [Total Assets]-[Long-Term Debt])/[Market Cap &#036; (Mil)]
    Sort Descending [Formula2]
    ; Top :5
    End

    http://backtest.org/SBQ7blp....cpB5UUU
    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
    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] [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 &#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
    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
    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
    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
    herzliche Grüße

    Volker

  5. #5
    Moderator
    Registriert seit
    22.05.2001
    Ort
    Hattingen - Bad Kleinkirchheim
    Beiträge
    370

    Standard

    <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] [% 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]&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
    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/SBQ7bplow326wkQX...mcpT20Xr26T10U
    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/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]&gt;=25
    Keep :[% Debt/Capital Latest Qtr]&lt;=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]&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] [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]&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] [% Retained to Common Equity]-[% Debt/Capital Latest Qtr])/[Current P/E Ratio]
    Sort Descending [Formula1]
    ; Top :5
    End
    herzliche Grüße

    Volker

  6. #6
    Erfahrener Valueist
    Registriert seit
    01.06.2001
    Beiträge
    201

    Standard

    @Volker was war den das?

  7. #7
    Valueist
    Registriert seit
    13.04.2012
    Beiträge
    31

    Standard

    Okay..? ;-)

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