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I run the gtr1 screener on the following two screens each week.

http://gtr1.net/2013/?!!QlpoMTFBWSZTWc7zn2AAAe9fgBAAIgd!2F8A...

http://gtr1.net/2013/?!!QlpoMTFBWSZTWfUwCBUAAe!2FfgBAAIgd!2F...

For the last four weeks the resulting rankings have not changed. I'm getting suspicious. Any thoughts?

Elan
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No. of Recommendations: 4
Looks normal to me. These are low turnover screens, with even lower turnover recently. In the longest backtest, AT is 1.1 for the first screen, and 2.1 for the second.

In the last month, AT for the second screen was 0.9.
In the last 3 months, AT for the second screen was 1.2.

30 positions liquidated an average of once a year, or 30/12 = 2.5 sells a month on average. Maybe 8 liquidations a quarter. These will be lumpy, with most happening just after earnings announcements. Most of the trades will be in Earnings Season. There might be weeks when there are no trades. Earnings Season begins mid-April, and it might take a week for the database to get updated.

from the gtr1 glossary: "An Annualized Turnover of 12, for example, indicates that all positions are liquidated an average of 12 times per year, or once a month."

Earnings season starts about two weeks after the end of the calendar quarter. That means earnings releases begin around the middle of January, April, July, and October.
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Looks normal to me. These are low turnover screens, with even lower turnover recently. In the longest backtest, AT is 1.1 for the first screen, and 2.1 for the second.

Yes, I understand that these are low turnover screens. But in my experience over the last 9 months I haven't seen a period of four weeks in a row with zero turnover in both screens, and not even a single change in rank order.

Earnings season starts about two weeks after the end of the calendar quarter. That means earnings releases begin around the middle of January, April, July, and October.

So we're in the midst of earnings season for the first quarter, and several of the prominent companies in the screens have already released earnings, but not one change in rankings.

I think it's weird.

Elan
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Looking at the top 30 picks of the second screen, perendq1.s is 25136 for most of the picks. There are only 4 tickers with more recent quarterly reports: perendq1.s = 25155.

The most recent Q report now in SIP is ticker DHR with perendq1.s = 25198. Earnings announced and 10-Q filed on April 22.

ord(1) is now 25218.

25218 - 25198 = 10 days ago DHR announced earnings.
25218 - 25136 = 82 days ago most of the screen's picks announced earnings.

Could be SIP is slow in updating, or maybe a field problem. Is there a ticker you know announced earnings more than 1 week ago?
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I checked the field perendq1.s. Looks OK to me.

For DHR, quarter ended April 2nd, Q report filed April 22nd.
as of 20210430:
perendq1.s = 25218
ord(1) = 25218
difference = 20
http://gtr1.net/2013/?~Q1End::ord%281%29gt0:Q1End:gt0:Q1End:...

perendq1.s = 25218 is 20 market days before April 30. That is April 2.
perendq1.s is the date the quarter ends. The filing date is later.

From another backtest:
ord:1 = 25186 as of 20210316
March 16 to April 30 is 45 calendar days.
roughly 45*5/7 = 32 Market days
check this: 25218 - 25186 = 32 looks correct.
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I checked the field perendq1.s. Looks OK to me.

Thanks. I appreciate the thorough look.

Elan
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No. of Recommendations: 8
elann:
For the last four weeks the resulting rankings have not changed. I'm getting suspicious. Any thoughts?

I trust borisnand's assessment that nothing appears wrong with the backtester. However, I would recommend waiting until the SI Pro fundamental data gets updated Sunday night or Monday morning if it's important to have the very latest data. I described how to monitor the update status of SI Pro data here: https://boards.fool.com/bgpl-maybe-there39s-something-else-g...

Robbie Geary
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I trust borisnand's assessment that nothing appears wrong with the backtester. However, I would recommend waiting until the SI Pro fundamental data gets updated Sunday night or Monday morning if it's important to have the very latest data.

It’s not that I’m looking for the freshest data. I can wait till next week for that. It’s that typically there are a couple of small ranking changes in the top 45 and an occasional addition and deletion of a stock or two, every week. There has been no such change in four weeks, in both of the screens that I track. It’s very unusual, although I understand that it could just be a fluke. It could be that SIPro got lax in updating their fundamental data fields for a few weeks.

Elan
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