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No. of Recommendations: 8
Just look at the field definitions for Stock Investor Pro;
EPS Est Q1-Std. dev.
Data Table Name: EPSSD_EQ1
Data Category: Earnings Estimates
Field Type: Dollars per share
Percent Rank: No
Industry/Sector Median: No
The statistical measure of the dispersion in earnings estimates for the upcoming fiscal quarter. The higher the standard deviation, the more the values are dispersed away from the mean.

If this attempt for a GTR1 screen is correct it doesn’t appear to work:
step0: [S&P 500 Member; lag=1 days] == 1
step1: [Total Return Multiplier over 252 days; lag=1 days] Top 125
step2: [SI EPS Est Q1-Std. Dev.; lag=1 days] Bottom 25; Cash When Fewer
Holding period = 20 mkt days
Frictional loss of 0.33% applied to all sales (closing long/opening short)
Equally weight new positions, fully rebalancing all liquid positions to equal weight every 1 holding periods
All trades at market close.
http://gtr1.net/2013/?f0.330000::sp500.a:et1:tr%281,252%29tn...

from 20000403 to 20210422 CAGR 5.2

RAMc
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