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.
Run the tester over the specified range of years. Available data
runs from 2003 through 2016 for most screens. You may
start at any month of the year, but other than January can only run
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.
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.