CEF Screener

This screen published as: PF1_RTN6mo

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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.

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

Screen Description
GRP: Symbol List (show/hide) DEFINE _critere = ([Rtn-6mo]+0.11[Rtn-3mo]+0.05[Rtn-1mo])*[APR-63]/[APR-126] SORT desc [_critere]

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Screen Name: PF1_RTN6mo

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Screen Definition

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

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Inverse and/or Leveraged funds

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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, May 02

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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

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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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Define:

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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.

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.

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Price & Volume
Relative Strength Factor (RSf)
Total Return
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Moving Averages
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User Defined Variables
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Note: ETFScreen.com LLC reserves the right to use screens entered here for any purpose.

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