ETF Screener

This screen published as: vertigo

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Screen Description

GRP: Symbol List (show/hide)

DEFINE _critere = ([Rtn-4mo]- 2.10*[Rtn-1mo] -0.75*[Rtn-10d] - 0.5*[Rtn-5d])
DEFINE _tempta = !([MACD] < 0 and [EMA-5]<[SMA-10] and [SMA-10]<1.005*[SMA-10] and [Rtn-3d] < -[APR-10]*2.5 )
DEFINE _condition = !([MACD]< 0 and [MACD]>[MACD-sig]+[APR-5]*0.75) AND [APR-10]/[APR-63] < 2.1 AND [APR-5]/[APR-63] < 2.6 and ([apr-10]+0.583*[APR-5]-0.0115*[apr-3]) > 0.81
WHERE ([ADX]+0.977*[+DI])/[-DI] > 0.91
WHERE [ATR-21]/[APR-63] < 2.75
WHERE [ATR-21]/[APR-63] > 0.73
WHERE [EMA-50] > [sMA-50]*0.9465
WHERE [RSI-14] < 67
WHERE [RSf] < 97.5
WHERE [_condition] = true
WHERE [_tempta] = true
SORT desc [_critere]

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Screen Name: vertigo

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Screen Definition

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Could be All Funds, a Predefined Group, or a Personal Portfolio.

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Enclose field names in square brackets.
Like: [EMA-5] > [EMA-200]

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Like: [Price] > [SMA-200] * 1.05

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Close as of Friday, Apr 25

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Hold Thru Rank

Hold Thru Rank sets a screen rank greater than the number of positions, through which a position will be held in a backtest. This is opposed to the standard procedure which is to only hold the top x funds on the screen. As an example, specifying 3 positions with a Hold Thru Rank of 6 would purchase the top 3, sell when a position drops below #6, and replace it with the top screen position not already held. This reduces screen turnover.

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"Cash Investment" can be set to the symbol of any supported security and otherwise idle cash will be invested in this symbol when there are no other screen selections.

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Minimum Acceptable Return

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This Minimum Acceptable Return will force a screen position to cash when the rule equates to FALSE. Note this rule is applied after all filters and sort rules have been applied and will have the affect of reducing the number of holdings and will increase cash. It is generally used to set a minimum acceptable historical performance, like [Rtn-3mo] > VALUE([Rtn-3mo], TLT), which sets a minimum level for the 3-month return to the respective return of TLT. For more specifics and options see the user's guide.

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Related Backtests

Last Viewed	view	Pos Days CAGR UI User Rating

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ETF Market View

Market	Sym	RSf	Chg
Gold	GLD	98.9	-1.1 %
Europe	VGK	93.1	+0.4 %
Latin Amer	ILF	79.8	+0.6 %
Emerg Mkts	EEM	69.9	-0.2 %
Asia x/Jap	AAXJ	65.3	-0.3 %
20 yr Bonds	TLT	58.7	+0.7 %
Nasdaq	QQQ	36.1	+1.1 %
S&P	SPY	35.8	+0.7 %
Dow Stocks	DIA	28.1	+0.0 %
Small Cap	IWM	8.9	+0.0 %
Oil	USO	8.8	+0.8 %

as of close, Fri, Apr 25