Overlap Backtest

Select stocks that appear on both of two screens - like Screen of Screens, but more limited.

Starting in
Holding Period: months
trading simulator

General instructions

Run the tester over the specified range of years. Available data runs from 2003 through 2022 for most screens. You may start at any month of the year, but other than January can only run through 2021/2022.

Stocks are picked from the screens every holding period (between 1 and 120 months) and held for that period.

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.

Ranks to
Limit to stocks

Overlap Backtest instructions

Select the screens to overlap. For a stock to be picked, it must appear on all selected screens for the given month.

Select the ranks in the screens to compare. Stocks not in those will be discarded before comparing the different screens.

You may limit the selection to a specified number of stocks. If you do, up to the limit may be chosen, though fewer are possible. Otherwise, all stocks that appear of every selected screen will be picked.

If too few stocks were selected, you may choose to pad the selection from either or both on the screens. The top stocks are picked from the selection positions until the limit is reached (but no duplicates will be chosen).