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CEF Screener


This screen published as: essai15-soxl

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Note, the golden rule of backtesting states that Past Performance is No Guarantee of future results. Also note that our data suppliers do not guarantee
the accuracy of their data and we don't guarantee the accuracy of our calculations, so use these results at your discretion.

 CAGRStandard
Deviation
Ulcer
Index
Exposure
Model0.00.00.00.0%
0.00.00.0100.0%
Other Holdings: 0
Update Cycle:21 days
From to .
Screen Description
GRP: Symbol List (show/hide)
DEFINE _critere = (-0.02555*[Rtn-6mo]/[ApR-21]) +(-0.21015*[Rtn-4mo]+[Rtn-3mo]+0.014*[Rtn-10d]-[Rtn-5d]*0.1755)/([ApR-21])
DEFINE _cri = ([apr-10]+0.583*[APR-5]-0.0115*[apr-3])
DEFINE _condition = !([MACD]< 0 AND [MACD]>[MACD-sig]+[APR-5]*0.045) and !([MACD]>0 AND [MACD]<[MACD-sig]-[APR-5]*0.67) and [_cri] > 1.009 and [RRS-10] > -98.25 and [-DI] > 3.25 and [$vol-21]>55000 and [APR-5]/[APR-63]>0.51 and [ATR-21] > 0.8775 and [APR-10]/[APR-63]<1.8866 and [ATR-21]/[APR-63]< 2.441 and [APR-63]>0.6908
WHERE ([ADX]+0.979*[+DI])/[-DI] > 1.030
WHERE [APR-10]/[APR-63] > 0.6775
WHERE [ATR-21]/[APR-63] > 0.749
WHERE [EMA-5] < 1.2785*[sMA-200]
WHERE [Pct-Low] > 10.4
WHERE [Rtn-6mo] > [volaty-6mo]*3.64-210
WHERE [SMA-50] > 1.0176*[SMA-200]
WHERE [_condition] = true
SORT desc [_critere]
MTR: ZIV : ( ([RSI-2]*pow([RSI-14],0.49) > 60.4) ) and (([ADX]+0.9775*[+DI])/[-DI]>0.993 and [APR-10]/[APR-63]> 0.579 and [ATR-21]< 6.9) AND !([MACD]< 0 AND [MACD]>[MACD-sig]+[APR-5]*0.270) and !([MACD]>0 AND [MACD]<[MACD-sig]-[APR-5]*0.33)

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Screen Name: essai15-soxl

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