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I'm confused - could you give me a bit more of an explanation?

Bill2m posted rankings today (2 Feb). His post includes the following lines:
LONG_SCREENS 1 2 3 4 5 6 7 8 9 10
Gentle_Screamers LRN CYBR AUDC DECK
Value_at_the_Top CHMI NLY GRP.U UTL CIM MPW LUKOY BKH SUHJY LADR

Question: How is an SOS consisting of 10 positions constructed from these two screens in your backtest?


If you run the backtest.org link, what it shows is that the SOS is:

SOS Value_at_the_Top/Gentle_Screamers 1-10:10 max 10

So, select (only) the top ten of each screen. If there are less than 10 that make the screen, then you'd keep them all. Top stock in the screen gets 10 points (that's what the "max 10" means). Number 2 stock in that screen gets 9 points. Etc. Then, you take the ten stocks that have the highest combined point totals. In this case, there are no overlaps, so the math is easy. You'll take all 4 of the GS, and the top 6 of the Value screen.

But what if these were your two screens:

Up_5%                       BSBR   FBP   AJRD  WMGI  DCOM  EVRG CEIX  MSL
Up5X3 AJRD STNG MSL DCOM BSBR EVRG FBP WMGI CEIX


and your selection was 1-10:6 max 10? You keep the top ten from each screen, assign the top stock 10 points, but only buy the top 6.

BSBR - 16 points (10 from Up_5%, 6 from Up5X3)
FBP - 13
AJRD - 18
WMGI - 10
DCOM - 13
EVRG - 10
CEIX - 6
MSL - 11
STNG - 9

In this case, you'd be buying AJRD, BSBR, FBP, DCOM, MSL, WMGI, and EVRG. You can see that STNG is high on Up5x3, but doesn't make the cut on the SOS.

Tails
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