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No. of Recommendations: 8
Baltassar,

Given the timing of your posting and the only activity on gtr1.net around the same time, I would guess that you're the one running a screen called "Basic Five" with URL http://gtr1.net/2013/?!!QlpoMTFBWSZTWaGSDGEAAD4fgAIEe!2FAzIc... .

Your screener runs were successful, though I notice that only one mutual fund is passing the step0 when there should be three. If you study the "Command Translation" carefully, particularly the description of your custom universe, you'll see why:


Define {Basic Five}
User-Defined Universe (67e79de8389fc0594654ac78960ec0ac)
{

Universe Start (by intersection): 19940504
Universe End (by union): 20191105
Retrospective Limit: 800

Screen Number: 0
Base ID: 1
Cycle Count: 1
Pricing Starts: 19910306
Pricing Ends: 20191104
Trading Opens: 19940504
Trading Closes: 20191104
Cycle Offset: 0
Holding Period: 1
Friction: 0%
Command: ./backtest cmdnum=3 cmdup=2 cmdtop=2 yticker=VFINX fbfile=sub/_744e8faa3bc3ea95564892e9aa595c87/feedback.0000.txt
Translation:
[Yahoo! Ticker Symbol] == 'VFINX'

Screen Number: 1
Base ID: 2
Cycle Count: 1
Pricing Starts: 19910619
Pricing Ends: 20191104
Trading Opens: 19940504
Trading Closes: 20191104
Cycle Offset: 0
Holding Period: 1
Friction: 0%
Command: ./backtest cmdnum=4 cmdup=2 cmdtop=2 yticker=PESPX fbfile=sub/_744e8faa3bc3ea95564892e9aa595c87/feedback.0001.txt
Translation:
[Yahoo! Ticker Symbol] == 'PESPX'

Screen Number: 2
Base ID: 3
Cycle Count: 1
Pricing Starts: 19910306
Pricing Ends: 20191105
Trading Opens: 19940504
Trading Closes: 20191105
Cycle Offset: 0
Holding Period: 1
Friction: 0%
Command: ./backtest cmdnum=5 cmdup=2 cmdtop=2 yticker=VUSTX fbfile=sub/_744e8faa3bc3ea95564892e9aa595c87/feedback.0002.txt
Translation:
[Yahoo! Ticker Symbol] == 'VUSTX'

Screen Number: 3
Base ID: 4
Cycle Count: 1
Pricing Starts: 19940504
Pricing Ends: 20191104
Trading Opens: 19940504
Trading Closes: 20191104
Cycle Offset: 0
Holding Period: 1
Friction: 0%
Command: ./backtest cmdnum=6 cmdup=2 cmdtop=2 yticker=VEIEX fbfile=sub/_744e8faa3bc3ea95564892e9aa595c87/feedback.0003.txt
Translation:
[Yahoo! Ticker Symbol] == 'VEIEX'

Screen Number: 4
Base ID: 5
Cycle Count: 1
Pricing Starts: 19930423
Pricing Ends: 20191104
Trading Opens: 19940504
Trading Closes: 20191104
Cycle Offset: 0
Holding Period: 1
Friction: 0%
Command: ./backtest cmdnum=7 cmdup=2 cmdtop=2 yticker=OEIAX fbfile=sub/_744e8faa3bc3ea95564892e9aa595c87/feedback.0004.txt
Translation:
[Yahoo! Ticker Symbol] == 'OEIAX'

}
step0: [RRS over 126 days; lag=0 days] Top 3
step1: [RRS over 70 days; lag=4 days] Top 1; Cash When Fewer
Holding period = 5 mkt days
Hold for at least 2 holding periods
Equally weight new positions, fully rebalancing all liquid positions to equal weight every 1 holding periods
All trades at market close.


As you can see, VUSTX is the only mutual fund for which Yahoo! Finance currently has data through 11/5/2019. Obviously, there's nothing the backtester can do about that. Unfortunately, the stale Yahoo! data for the other mutual funds is now cached until tomorrow night's database update (11/6/2019), unless I clear the cache files before then. If you send me an email in the morning reminding me, I can clear the cache files so that you can try running the screener again. Of course there's no point in doing so if Yahoo! itself has not yet updated all the mutual funds through 11/5/2019.

Robbie Geary
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