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No. of Recommendations: 2
As price momentum is one of the long-standing critical components of approaches favored on this board-


Below is a Momentum-based table of several stocks (my short WatchList) and their returns for MTD, plus 2-, 3-,6- and 12-Month periods. I have found that checking in on the momentum of various stocks that I either hold or would be willing to hold under certain conditions, often alerts me to changes in market sentiment that I would otherwise be totally unaware of. For example, it can keep us attuned to some stock we used to own but sold due to a slowdown of some sort which we think may be temporary, but don’t want to hold during our expectations of a considerable price fall. It can also alert us to companies that are not on our radar (sometimes not on hardly anyone’s radar) before the market discovers it.


https://boards.fool.com/momo-34677149.aspx
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No. of Recommendations: 12
http://gtr1.net/2013/?nas100.a:et1:tr%281,200%29tn10:ratio%2...

Price change is one of the easiest ways to build a screen with good return.

nas100.a=1
tr(1,200) top 10
ratio(tr(1,5),tr(1,253)) bottom 5
20 day hold

19850201 to present
cagr 31.3

20081231 to present
cagr 32.4

2020: +106.4%
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No. of Recommendations: 1
cagr 33.4
sharpe 1.3
beta 1.0
20081211 to present, 20 day hold

nas100.a = 1
tr(1,200) top 15
ratio(tr(1,5),tr(1,253)) bottom 10
ratio(AA,aprc(1)) top 5

where AA=ratio(sq2sd.s,qssd.s)
[SI Qtrly Surprise-Prior Qtr-Std. Dev.; lag=1 days] /
[SI Quarterly Surprise-Std. Dev.; lag=1 days]
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No. of Recommendations: 5
nas100.a=1
tr(1,200) top 10
ratio(tr(1,5),tr(1,253)) bottom 5
20 day hold


Is this a FOG screen?

FLARE-OUT GROWTH (price-momentum model)
https://boards.fool.com/other-models-at-another-site-1042581...
01 Market Cap => 1,000,000,000
02 Previous Day's Closing Price => 200-Day Moving Average
03 % Price Change Last Year => 0.01%
04 Rank by FOG Index
05 Buy top 10 stocks

FOG Index = % Price Change Last Year - % Price Change Last Qtr. - (3 x % Price Change Last Month)

FOG10 stocks as of Nov 20, 1998:
01 CMGI - CMGI, Inc.
02 AMZN - Amazon com, Inc.
03 YHOO - Yahoo! Inc.
04 MSPG - MindSpring Enterprises, Inc.
05 ELNK - EarthLink Network, Inc.
06 MFNX - Metromedia Fiber Network, Inc.
07 DELL - Dell Computer Corporation
08 AOL - America Online, Inc.
09 ADLAC - Adelphia Communications Corporation
10 CVC - Cablevision Systems Corporation

DB2
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No. of Recommendations: 7
http://gtr1.net/2013/?nas100.a:et1:tr%281,200%29tn15:ratio%2...

I forgot to post the link for the screen.

cagr 33.4
sharpe 1.3
beta 1.0
20081211 to present, 20 day hold

nas100.a = 1
tr(1,200) top 15
ratio(tr(1,5),tr(1,253)) bottom 10
ratio(AA,aprc(1)) top 5

where AA=ratio(sq2sd.s,qssd.s)
[SI Qtrly Surprise-Prior Qtr-Std. Dev.; lag=1 days] /
[SI Quarterly Surprise-Std. Dev.; lag=1 days]
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No. of Recommendations: 2
nas100.a=1
tr(1,200) top 10
ratio(tr(1,5),tr(1,253)) bottom 5
20 day hold

19850201 to present
cagr 31.3


Cool little screen!

One silly question, though. When I run it and view the 10 selected stocks, would I own #1-5? Or #6-10? That "bottom 5" thing is throwing me.

Thank you :)
Cathy
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No. of Recommendations: 1
"bottom 5" in gtr-speak takes the prior list of stocks (here 10 stocks), and orders them by this last step's criteia from lowest to highest, then takes the 5 lowest and skips the next 5 (#6-10)
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