Search:   
Premium Access   

ETF Screener


This screen published as: essai10b

Javascript required.
Note, the golden rule of backtesting states that Past Performance is No Guarantee of future results. Also note that our data suppliers do not guarantee
the accuracy of their data and we don't guarantee the accuracy of our calculations, so use these results at your discretion.

 CAGRStandard
Deviation
Ulcer
Index
Exposure
Model0.00.00.00.0%
0.00.00.0100.0%
Other Holdings: 0
Update Cycle:21 days
From to .
Screen Description
GRP: Symbol List (show/hide)
DEFINE _critere = (-0.02555*[Rtn-6mo]/[ApR-21]) +(-0.21015*[Rtn-4mo]+[Rtn-3mo]+0.014*[Rtn-10d]-[Rtn-5d]*0.1755)/([ApR-21])
DEFINE _cri = ([apr-10]+0.583*[APR-5]-0.0115*[apr-3])
DEFINE _condition = !([MACD]< 0 AND [MACD]>[MACD-sig]+[APR-5]*0.045) and !([MACD]>0 AND [MACD]<[MACD-sig]-[APR-5]*0.67) and [_cri] > 1.009 and [RRS-10] > -98.25 and [-DI] > 3.25 and [$vol-21]>55000 and [APR-5]/[APR-63]>0.51
WHERE ([ADX]+0.979*[+DI])/[-DI] > 1.030
WHERE [APR-10]/[APR-63] > 0.6775
WHERE [ATR-21] > 0.878
WHERE [EMA-5] < 1.2785*[sMA-200]
WHERE [Pct-Low] > 10.4
WHERE [Rtn-6mo] > [volaty-6mo]*3.64-210
WHERE [SMA-50] > 1.0176*[SMA-200]
WHERE [_condition] = true
SORT desc [_critere]
MTR: ZIV : ( ([RSI-2]*pow([RSI-14],0.49) > 60.4) ) and (([ADX]+0.9775*[+DI])/[-DI]>0.993 and [APR-10]/[APR-63]> 0.579 and [ATR-21]< 6.9) AND !([MACD]< 0 AND [MACD]>[MACD-sig]+[APR-5]*0.270) and !([MACD]>0 AND [MACD]<[MACD-sig]-[APR-5]*0.33)

Screen Rating (Log-in to vote):
    
  
(0 - 0 votes)

Screen Name: essai10b

Comment on this screen and/or related back tests.

Log-in to Share Your Comments.


Related Backtests
Last Viewedview
Pos Days  CAGR     UI
User Rating  
15 hr agoview  Current Picks
134 days agoview1515.23.8
134 days agoview159.33.7
Nowview11012.15.7
134 days agoview11024.36.1
1 days agoview1217.78.5
134 days agoview12143.57.6
22 hr agoview1635.215.8
134 days agoview2582.8
134 days agoview2520.63
134 days agoview2108.53.5
24 hr agoview22111.17.8
134 days agoview221493.8
23 hr agoview3562.8
134 days agoview3519.92.9
21 hr agoview3105.94.3
134 days agoview3218.58.4
23 hr agoview4513.32.9
54 min agoview42113.57.9
134 days agoview5511.33.1
12 hr agoview5109.13.2
24 hr agoview52115.37.7
134 days agoview52124.35.3
1 days agoview56314.910.7
20 hr agoview10515.22.8
134 days agoview1010173.8
134 days agoview1021-0.612.7





Important Disclaimer: The information provided by ETFScreen.com is strictly for informational purposes and is not to be construed as advice or solicitation to buy or sell any security. The owner of ETFScreen.com assumes no liability resulting from the use of the material contained herein for any purposes, including investment purposes. Privacy Policy Disclaimer/Terms of Use ...

If you have a comment please contact us. Advertise with us Market Data by: IEX Cloud