CEF Screener

This screen published as: vanguard3mnthlookbak

This is a Favorite Screen(remove)
Name:

Flag Screen as a Favorite

Enter a name for your favorite screen

Javascript required.

Check desired symbols to Compare Performance or to View Correlations.

Edit Screen Premium Access Feature

Premium Access Feature

This calendar, available with Premium Access, enables data from any date the past few years. Most of the site pages that feature a Performance Table have a similar capability, along with in-page pop-up price charts that streamline fund comparisons.

learn more

Excludes funds not meeting our minimum activity level.
Maximum of 200 records shown, excess may be discarded.

Screen Description
GRP: Symbol List (show/hide) WHERE Name = 'vanguard' WHERE [Price] > [SMA-100] SORT desc [Rtn-3mo]

Screen Rating (Log-in to vote):

(3.5 - 8 votes)

Screen Name: vanguard3mnthlookbak

Comment on this screen and/or related back tests.

Log-in to Share Your Comments.

Close Edit Window

Screen Definition

Start with which funds?
Could be All Funds, a Predefined Group, or a Personal Portfolio.

Allow or Disallow
Inverse and/or Leveraged funds

Include:

Filter based on name

Filter on field values

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

Can do simple math.
Like: [Price] > [SMA-200] * 1.05

For field definitions, click here.

Field	Logic	Value

Sort Results by

Single field. No calculations allowed.

User Defined Variables:

Formulas entered here can be referenced above for filtering and/or sorting records. In addition to the standard numeric operators +,-,*,/,(, and ), formulas entered here can take advantage of these MySQL operators and functions.

Advanced Options

Market Timing Rule Create/Edit

Min Acceptable Return

Supplementary Entry Rule

For Current Screen Picks


Close as of Thursday, Apr 17

Backtest this Screen

Positions: (number of funds held)

Holding Pd: (holding period)

Benchmark: (compare results to)

Premium Access users have additional screening and backtesting options:

Backtest Options:
Longer Backtests, from 2002
Hold Thru Rank (more info)
User defined starting date
Trade-by-trade data for each cycle
Screen view for any date in past 5 yrs

Functions for Screening:
PREVAL - compare a field to previous values
pRANK - percentile rank of a field
VALUE - compare all funds to the value of a spcific fund

Learn More

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.

Cash Investment

"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.

Name:
Define:

Name and define a User Variable in the fields above.

TA-Lib is a library of over 150 technical indicators and mathematical functions our Premium Access users can access to customize their screens. This feature is currently in limited release.

Clear contents of UV?

Clear/Delete?

Symbol:
Define:

Define a rule that will be evaluated relative to the specified symbol each period. The rule must equate to TRUE for trades to take place.

Define:

This Entry Rule will only be evaluated when a position is being considered for a new entry and will be ignored in subsequent periods as long as the position is held. The symbol will be accepted when this rule equates to TRUE and skipped when the rule equates to FALSE.

Minimum Acceptable Return

Define:

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.

>
<
=
!=
>=
<=
xOver(xo)
xUnder(xu)

asc
desc

Price & Volume
Relative Strength Factor (RSf)
Total Return
- 1-Day
- 3-Days
- 5-Days
- 10-Days
- 1-Month
- 2-Months
- 3-Months
- 4-Months
- 5-Months
- 6-Months
- 9-Months
- 1-Year
- 3-Year
- 5-Year
- Y-T-D
Moving Averages
Volatility
User Defined Variables
More

Note: ETFScreen.com LLC reserves the right to use screens entered here for any purpose.

Related Backtests

Last Viewed	view	Pos Days CAGR UI User Rating

Now	view	Current Picks
105 days ago	view	156.621.1
23 days ago	view	110521.2
37 days ago	view	1217.315.8
332 days ago	view	16310.68.2
330 days ago	view	259.26.1
na	view	2513.43.7
92 days ago	view	2109.85.7
115 days ago	view	2217.77.7
321 days ago	view	2639.56.9
330 days ago	view	357.36.8
92 days ago	view	310173.9
321 days ago	view	3216.812.4
na	view	32115.55.4
321 days ago	view	3638.74.9
322 days ago	view	4218.95.3
321 days ago	view	46310.33.7
331 days ago	view	558.56.1
330 days ago	view	5108.85.5
330 days ago	view	5219.36.7
115 days ago	view	5638.94.8
2 days ago	view	10511.13.8

User's Guide for Screening and Backtesting
Sample Recent Screens
Published Screens

How To Save and Share Your Favorite Screens

ETF Market View

Market	Sym	RSf	Chg
Gold	GLD	98.7	-0.4 %
Europe	VGK	91.5	+1.0 %
Emerg Mkts	EEM	60.7	+0.8 %
Asia x/Jap	AAXJ	57.8	+0.9 %
Latin Amer	ILF	55.8	+2.2 %
20 yr Bonds	TLT	54.3	-0.9 %
Dow Stocks	DIA	36.5	-1.3 %
S&P	SPY	31.1	+0.1 %
Nasdaq	QQQ	23.6	-0.0 %
Oil	USO	11.7	+2.6 %
Small Cap	IWM	9.1	+0.8 %

as of close, Thu, Apr 17