Occasional Overlap Backtest

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

Starting in
Holding Period: months
codes trading simulator

General instructions

Run the tester over the specified range of years. Available data runs from 2003 through 2023 for most screens. You may start at any month of the year, but other than January can only run through 2022/2023.

Stocks are picked from the screens every holding period (between 1 and 120 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 and 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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Occasional Overlap Backtest instructions

Select a set of overlaps, including screens, ranks, and a limit of stocks.

An overlap may also be marked F for the freshmen rules to apply.

Marking S will skip the #1 resulting stock in any months where more than one stock is picked in that particular overlap.

Each overlap is tried in order. If any stocks are picked for that overlap, they will be the selections for the period. Otherwise, the next overlaps are tried in succession until one is picked (or all are exhausted).

If there are months without any stocks picked, an "effective CAGR" will be reported, which is the return including only those months that had selections.