Curated screens 2024-08-21

[rdutt]

Below are the results of our curated screens through Aug. 21. Following the market rebound of the last couple of weeks, the 1-year returns are looking better for most screens. But only 2 screens - Naz Cons and VG Horse - continue to crush the market on both a YTD and 1-year return basis. 6 out of the 9 screens continue to beat the market on a 10-year CAGR basis.

Screen	YTD Return	1-yr Return	10 yr CAGR	1	2	3	4	5
High_Relative_Val	8.3	21.7	12.5	CMPO	PPC	HRTG	ESEA	SDHC
Liquid_Cons	8.9	25.3	17.0	VST	HWM	NVDA	KKR	GDDY
Naz_Cons	32.2	56.9	27.4	NVDA	META	AVGO	SMCI	NFLX
ROE_Cash	12.3	26.3	14.2	REGN	ISRG	CPNG	MELI	WDAY
Tech_Growers	-22.8	-9.1	10.9	ZETA	GRND	MNDY	YMM	IOT
Up_5%	4.2	9.9	12.8	GATO	DAKT	THC	BSRR	WKME
Up_5X3	3.6	16.4	16.0	SMBC	BSRR	UVSP	SBSI	IPI
VG_Horse	32.2	89.6	18.5	KEQU	SMC	ESEA	HBB	EML
WK__Voom	2.4	-1.6	14.0	ACTG	GTE	AMSC	CGNT	CMRE
S&P 500	17.8	28.7	13.0

[hrolfkraki]

rdutt,

Since I can’t directly message you, I have to drop a comment. Any chance you could answer some questions from a newby about the screens and gtr1?

[hrolfkraki]

rdutt,

In case you wander over to this thread again: I have been reading the “GTR1 for Dummies” document. One question I have is–there are a number of links to posts on TMF by Robbie Geary (between 2004 and 2020) that appear to be stale. (I haven’t checked all of them.) Are those lost and gone? Or available somewhere else?

By the way, anyone who would like to chime in with a reply, please do!

[Giml]

Rdutt,
Thanks for posting this.
What are these two screens? I do not seem them in the screen postings.
Naz_Cons
Liquid_Cons

[hrolfkraki]

Giml,

I’ll answer your question in part. You can find links to those two screens in a reply from rdutt to the post of curated screens on 2024-05-31:

Curated screens 2024-05-31

My update for May is a couple days late because gtr1 just got updated today. All 9 curated screens continue to beat the S&P over the past 10 years, but only 4 of them continue to beat the index year to date. The results below are through May 31. Hope you all had a great Memorial Day Weekend, and are enjoying the beginning of the summer season. The whole point of mechanical investing is not to look at stocks every day. Screen YTD Return 10 yr CAGR 1 2 3 4 5 High_Relative_Val 10.0 13.5 NF…

[rdutt]

@hrolfkraki

One question I have is–there are a number of links to posts on TMF by Robbie Geary (between 2004 and 2020) that appear to be stale. (I haven’t checked all of them.) Are those lost and gone? Or available somewhere else?

To find old posts by Robby Geary, you need to search for them at Search: MI Board Search - Criteria Put rgearyiii in the Author name field.

[hrolfkraki]

rdutt,

Wow! 500+ posts over 20+ years. Wealth of information there.
Thank you for the pointer.

[hrolfkraki]

rdutt or anyone else,

Again, I am new to MI. I have run GTR1 on several of the screens and looked at the reports for varying backtest periods and hold periods, etc.

I do not, though, see the current positions, like for Naz_Cons:
NVDA META AVGO SMCI NFLX

I assume to get that I need to subscribe to a data service, correct?
Is that SI Pro? I then, I gather, use a password in that part of GTR1.

Would you mind spelling the process out? It might well benefit more people than just me. TIA!

[Giml]

hrolfkraki,
Thank you. I assume I have subscribe for SI-pro and download GTR to run the screens? Somehow that is what the screen told me, except for
naz-cons!

[rdutt]

@hrolfkraki

Would you mind spelling the process out? It might well benefit more people than just me.

Yes, you need to have a paid subscription to AAII to get gtr1 to give you the current screen picks. Here are the steps.

1. Go to https://www.aaii.com/ to sign up for a AAII Plus membership.
2. After signing up, go to Single Sign On
3. Find the latest data update file named with a Friday date. Right now, the Friday file to use is dated 8/16 and named stockinvestorinstall_20240816.exe.
4. Assuming you are on Windows, if you click on the file name, it will be downloaded to your Downloads folder.
5. Bring up Windows Power Shell by searching for it in your Windows Taskbar.
6. Type the following commands into Power Shell.

 cd '.\Downloads'
 Get-FileHash -Algorithm MD5 .\stockinvestorinstall_20240816.exe

assuming that 816 is the latest available update file that works.
7. Copy and paste the MD5 hash value you see to the field named Passwords in gtr1.
8. Then click the Run Screener button to get the picks,

You may have to go through one or two of the latest Friday files to figure out which one works, because there may be a lag when gtr1 gets updated. Hope this helps

[hrolfkraki]

rdutt,

Thank you very much for the guide to running GTR1 !
I have a few more questions, if you don’t mind. I see that AAII has several membership options. There is what you point out–AAII Plus membership.
I also notice that there is a AAII Stock Investor Pro. One year of either seems to be about the same price ($300). Are these distinct subscriptions?

When one signs up and downloads a file, as you suggested, like stockinvestorinstall_20240816.exe, does it bring in the actual data? Or does it simply fetch data from AAII’s server?
I ask because I might want to import the Nasdaq or SP500 data myself (if that’s possible) and play with programming myself. I’ve done some of that with Yahoo data.
Does AAII allow full price-quote datasets to be downloaded? And if so, do you know which subscription one needs for that?

Lots of questions, I know!
TIA.

[rdutt]

@hrolfkraki

I see that AAII has several membership options.

You should actually sign up for AAII Stock Investor Pro membership. This will give you all the SI Pro data the screens are based on.

I don’t know the answers to your other questions. You might want to contact AAII directly.

[hrolfkraki]

Thank you! I agree, contacting AAII directly seems like a good idea.