Jamie Gritton's MI Backtester

Relative Strength of Screens Backtest

Choose from among a set of screens, picking the one that performed best in the recent past and hoping is will perform best for the present.

through
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 2009 for most screens. You may start at any month of the year, but other than January can only run through 2008/2009.

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.

Last periods seasonal
Ranks to
Screens:
more screens

Relative Strength of Screens Backtest instructions

Enter the candidate screens to check the returns of and select from. Should there be a tie for the best screen, the first listed be chosen. Enter the ranks on the screens to use.

Enter the number of past periods to check the screens over. The gain of the screens over that many periods in the past will be the basis for choosing the screen for the next period. There are two ways to test the screens' past performance. Normally, the most recent periods before the present are checked. You can also select seasonal checking, where the same month (or quarter/half) of the year is checked for the specified number of years.