Screen-Switching Backtest

Choose between two screens based on the recent outcome of an index, looking for those that are better suited for up or down markets.

through
Starting in
Holding Period: months
Name:
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.

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.
Index:
Last periods
Cutoff: %
Hold until switch
High Screen:
Low Screen:
Ranks to

Screen-Switching Backtest instructions

Select the index to check. This may be an actual stock index, or any screen. Enter the number of past periods to check the index over, and the cutoff of index returns to decide which screen to use. If the index return is below the cutoff, the specified ranks of the low screen will be used for the next period, otherwise the high screen will be used.

If you select Hold until switch, the stocks will only be chosen when the screen is switched, and held until the next switch, even if the screen would normally choose different stocks.