Jamie Gritton's MI Backtester

Occasional Overlap Backtest

This applies different overlap and freshmen screens, choosing the first overlap which actually pick any stocks.

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Starting in
Holding Period: months
Name:
codes trading simulator

General instructions

Run the tester over the specified range of years. Available data runs from 1986 through 2008 for most screens. You may start at any month of the year, but other than January can only run through 2007/2008.

Stocks are picked from the screens every holding period (between 1 and 24 months) and held for that period.

Instead of selecting from the available screens, you may choose to enter codes from any of the backtesters to create hybrid tests. Simply copy the link listed at the top of a run & paste into the form. Also see the backtester code guide.

If you want to simulate actual trading, you can enter more parameters in the trading simulator.

You may give your backtest a name for convenience. If you use this backtest code in other testers, its name will be shown instead of a full description.

Screens:RanksLim. FS
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