Registered User
Joined: 11/30/2006
Posts: 11
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Am new to blocks. want to set up screens and backtest over 20 years. would appreciate advise on the the three following screens from aaii.
Tiny Titans:
- Companies not based in the United States are excluded
- Companies that trade on the over-the-counter market are excluded
- Market capitalization for the latest fiscal quarter (Q1) is greater than or equal to $25 million and is less than or equal to $250 million
- The price-to-sales ratio is less than one
- The final results are the 25 companies with the highest relative price strength over the last 52 weeks
Small Cap Growth and Value:
- Companies not based in the United States are excluded
- Companies that trade on the over-the-counter market are excluded
- Market capitalization for the latest fiscal quarter (Q1) is greater than or equal to $200 million and less than or equal to $2 billion
- 2006 is the base year; for each year thereafter, adjust for inflation by increasing the lower and upper range by 3%
- The price-to-sales ratio is less than 1.5
- Earnings per share growth for the last 12 months (12m) is positive
- Relative price strength over the last 13- and 26-week periods is greater than the database average for both periods
- The final results are the 25 companies with the highest relative price strength over the last 52 weeks
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Using the Martin Zweig Approach
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Screening Criteria
- Same-quarter growth in fully diluted earnings from continuing operations between the last fiscal quarter (Q1) and the same quarter one year prior (Q5) is positive
- Same-quarter growth in fully diluted earnings from continuing operations between the fiscal quarter one quarter ago (Q2) and the same quarter one year prior (Q6) is positive
- Same-quarter growth in fully diluted earnings from continuing operations between the fiscal quarter two quarters ago (Q3) and the same quarter one year prior (Q7) is positive
- Same-quarter growth in fully diluted earnings from continuing operations between the fiscal quarter three quarters ago (Q4) and the same quarter one year prior (Q8) is positive
- Same-quarter growth in sales between the last fiscal quarter (Q1) and the same quarter one year prior (Q5) is positive
- Same-quarter growth in sales between the last fiscal quarter (Q1) and the same quarter one year prior (Q5) is greater than the same-quarter growth in sales between the fiscal quarter one quarter ago (Q2) and the same quarter one year prior (Q6)
- The current (12m) fully diluted earnings from continuing operations is greater than or equal to the fully diluted earnings from continuing operations for the last fiscal year (Y1)
- The fully diluted earnings from continuing operations for the last fiscal year (Y1) is greater than the fully diluted earnings from continuing operations from two years ago (Y2)
- The fully diluted earnings from continuing operations from two years ago (Y2) is greater than the fully diluted earnings from continuing operations from three years ago (Y3)
- The annualized growth rate in fully diluted earnings from continuing operations over the last three years (3yr) is greater than or equal to 15%
- The annualized growth rate in sales over the last three years (3yr) is greater than or equal to 15%
- Same-quarter growth in fully-diluted earnings from continuing operations between the last fiscal quarter (Q1) and the same quarter one year prior (Q5) is greater than the growth rate in fully diluted earnings from continuing operations between the sum total of the prior three fiscal quarters (Qs 2-4) and the same three quarters one year ago (Qs 6-8) OR the same-quarter growth in fully-diluted earnings from continuing operations between the last fiscal quarter (Q1) and the same quarter one year prior (Q5) is greater than or equal to 30%
- Same-quarter growth in fully-diluted earnings from continuing operations between the last fiscal quarter (Q1) and the same quarter one year prior (Q5) is greater than the growth rate in fully diluted earnings from continuing operations over the last three years (3yr)
- The price-earnings ratio is greater than 5 but less than 1.5 times the median price-earnings ratio for the entire Stock Investor database
- The relative price strength over the last 26 weeks is positive
- Those companies that are American Depository Receipts (ADRs) are excluded
- Those companies that are part of the Miscellaneous Financial Services and Real Estate Operations industries are excluded
- The average trading volume for the last three months ranks in the top 75% of the entire Stock Investor database
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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I do not know of way to include the following conditions:
Companies not based in the United States are excluded
Market capitalization for the latest fiscal quarter (Q1) is greater than or equal to $200 million and less than or equal to $2 billion
- 2006 is the base year; for each year thereafter, adjust for inflation by increasing the lower and upper range by 3%
(I do not know of a method to adjust the Capitalization from year to year.)
The final results are the 25 companies with the highest relative price strength over the last 52 weeks
(While it is possible find the Raw Rank of a Condition vs a Watchlist, I do not know of a method for doing so versus a filtered list with different symbol from day to day.)
Same-quarter growth in sales between the last fiscal quarter (Q1) and the same quarter one year prior (Q5) is positive
Same-quarter growth in sales between the last fiscal quarter (Q1) and the same quarter one year prior (Q5) is greater than the same-quarter growth in sales between the fiscal quarter one quarter ago (Q2) and the same quarter one year prior (Q6)
Those companies that are American Depository Receipts (ADRs) are excluded
Please download the attached .scond files to:
\My Documents\Blocks Files\Tool Parts\Strategy Conditions
Once downloaded, you should be able to select Add Condition | My Computer when adding a Strategy Condition to access them.
Please save the following .SGCol files in:
\My Documents\Blocks Files\Tool Parts\Columns
Once there, you can add a column by right-clicking the tab header of the WatchList, choosing load column then My Computer.
You can use QuickEdit to adjust the settings or view the Block Diagrams.
Note: The Pointer x-Wk PPC Column will only produce values when the Date Pointer is at the end of a Calendar Week.
I will continue to attach additional files as they are written.Attachments:
Pointer x-Wk PPC.SGCol - 4 KB, downloaded 445 time(s).
Tiny Titans.scond - 6 KB, downloaded 437 time(s).
S Cap Growth & Value.scond - 13 KB, downloaded 426 time(s).
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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