CEF Screener

This screen published as: JD_Learning

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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.

	CAGR	Standard Deviation	Ulcer Index	Exposure
Model	0.0	0.0	0.0	0.0%
	0.0	0.0	0.0	100.0%
Other	Holdings: 0 Update Cycle:21 days From to .

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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 = !( 0.1035*[Rtn-1mo]+[Rtn-3d]-1.0*[Rtn-1d] < -[APR-3]*2.65)
DEFINE _extensio = [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 [_extensio] = true
WHERE [_tempta] = true
SORT desc [_critere]

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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

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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

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Close as of Friday, Dec 27

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Positions: (number of funds held)

Holding Pd: (holding period)

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Premium Access users have additional screening and backtesting options:

Backtest Options:
Longer Backtests, from 2002
Hold Thru Rank (more info)
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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

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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.

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.

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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.

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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.

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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.

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