Jamie Gritton's MI Backtester

Hold-'Til-Drop Backtest

Buy the stocks at the top ranks of a screen, and keep them until they are no longer on the screen, or ranked too low.

through
Starting in
Holding Period: months
Name:
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.

Screen:
Buy ranks to
Sell below rank
Transition:
Sell below rank

Hold-'Til-Drop Backtest instructions

Select the screen to choose from, and which ranks to buy on that screen. Specify to sell when a stock falls below a rank. Whenever a stock falls too low, it will be replaced with the highest-ranked stock (among those ranks chosen) not already held.

You may also select a transition screen. In that case, stocks that drop off the main screen are retained until they also drop off the transition screen, or fall below a rank on it. New stocks are never picked from the transition screen, only from the main screen.