The screens tracked here depend on data from AAII’s SI Pro service. Starting this month, SI Pro decided to use a different data provider. As a result, screens that depended on certain fields like industry classification broke. @lohill has made the effort to try to remap the old data fields to the new ones. However, people on the shrewdm board have pointed out that the new picks are very different from what would have been generated using the earlier data provider.
For consistency, I have decided to use the gtr1 screener to report the picks here, rather than to use the SI Pro software itself. You’ll notice that the picks in the table below are different from what lohill has recently published. For example, the picks for Tech Growers as generated by gtr1 below are more in line with what I would expect the original screen to pick.
I don’t think AAII switched to a different data provider. They just switched to the CIGS standard for sector and industry names within their existing SI Pro database. The SI Pro data consists of over 6,000 stocks that they report on daily. That is the universe of the “original” Tech_Growers. You are now using a different universe when you use GTR1 to provide your picks. I am pretty confident that Robbie’s universe differs from that of SI Pro. He has many more stocks and as far as I know he has no designation labeling the specific SI Pro stocks. I think you should make your name for this new version of Tech_Growers be slightly different from the original.
I tried to go back to Robbie’s screener to do some studying myself and found that this week’s MD5 hash (61B4BDD1313E0105FE30A49B7C4342A2) does not wort yet. Do you happen to have the hash from the end of September that should work? (SI Pro does not currently allow me to see anything from September.)
I assume gtr1’s backtest results are using screen picks that would be generated by its own screener. Which is why I’m listing the picks from that screener.
BTW, I’m curious as to why your latest rankings on the shrewdm board only finds 3 stocks for the Up_5% screen. The gtr1 screener finds at least 10. Up_5% does not use industry classification in any of its criteria. Thoughts?
AAII have definitely switched data providers - which accounts for the ‘removed archive’ (irritating as it is). Here’s the current message on the ‘past updates’ screen …
At the request of our former data vendor, LSEG, we removed Stock Investor Pro installations dated prior to October 1, 2024. We are exploring the possibility of restoring the archive.
Having said all that … where I’ve done screening before & after in SI-Pro, not a lot has changed. There are some differences where in the past a number met a cut-off & now it doesn’t (as the number has changed slightly). The main issue is managing the (already discussed) industry & sector coding conversion. GTR1 doesn’t appear to have the GCIS coding at present, but does have the incd.a field in another coding scheme. I might look to utilize that for GTR1 picks.