Combine the listings of multiple screens, adding their ranks and picking
the stocks that score highest overall.
Run the tester over the specified range of years. Available data
runs from 2003 through 2020 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.
Choose which screens to select the stocks from. You may limit
choices to stocks that appear on some minimum number of screens or
unique screen categories (i.e. Keystone, RS, etc.). Note that
the concept of "unique" only applies to a limited subset of the
The stocks in each screen are ranked, counting down from the first
stock to the specified position (or all stocks if no
position is specified). The first stock gets max points
(max defaults to position), the second max-1,
and so on. The totals for each stock are then sorted, and the highest
limit stocks are chosen. In the case of a tie, a secondary sort
is done by looking at each screen in sequence, and selecting the stock
that appears first.
Another popular SOS tool is the
Saucer, which allows you to generate
a list of current rankings for SOS combinations.