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Subject:  Re: SoWR and New Relative Value Screen Date:  2/11/2013  1:18 PM
Author:  BarryDTO Number:  241539 of 263584

I have used the Sum of Weighted Ranks (SoWR) procedure ...

Ah, someone other than tetranomad is looking at this approach - interesting. I thought I'd offer a few thoughts since my name is attached:

-- Mungofitch indicated he thought high volatility was sought here; however, it's actually low volatity that is emphasized as any weight is applied to the criteria "Volit" (because of the opposite sort applied in the ranking). As you seemed to indicate and someone else noted, bringing down the volatility of screen results would be helpful. A simple run of your screen as is, but parameterizing the weight given to the Volit criteria indicates a weight of 70 seems to do the job: