CEF Screener

This screen published as: viginti_4

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Screen Description

GRP: All ETFs
WHERE Leveraged = No
WHERE Inverse = No
DEFINE _critere = (+1.23*[Rtn-9mo] + [Rtn-4mo]- 2.0*[Rtn-1mo] -0.77*[Rtn-10d] - 0.53*[Rtn-5d])
DEFINE _conditio = ([apr-10]+0.583*[APR-5]-0.0115*[apr-3])>1.285 AND [EMA-5]<1.2835*[sMA-200] AND [EMA-5]!=[sMA-50]*0.946 AND [RSI-14]!=30.5 AND !([MACD]< 0 AND [MACD]>[MACD-sig]+[APR-5]*0.35)
DEFINE _cadere = !([MACD-sig]<[MACD] and ([-DI]+0.8*[ADX])/[+DI] > 2.3)
WHERE ([Rtn-10d]*0.1+[Rtn-5d])/([APR-3]+0.1*[APR-1]) > -3.5
WHERE [$vol-21]/[vol-5]/[Price] > 0.2815
WHERE [$vol-21] > 48000000
WHERE [ATR-21] > 1.084*[APR-126]
WHERE [Pct-Low] > 12.5
WHERE [Rtn-6mo] != [volaty-6mo]*3.64-220
WHERE [_cadere] = true
WHERE [_conditio] = true
SORT desc [_critere]

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Screen Definition

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Close as of Friday, May 17

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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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