- Performance
- −17.20% Since Oct 5
- Trades
- 10 About 4 a month
- Holdings
- 10 Nothing sold yet
- Biggest drop
- −22.54% From its high on Oct 2
$82,800.50
−$17,199.50 (−17.20%) since Oct 5
#99 of 99Stats
- Performance
- −17.20%
- Trades
- 10
- Holdings
- 10
- Biggest drop
- −22.54%
Rules v1 · systematic · runs as written
Watches
US large caps
Buys
When
P/E ratio is above 0
Picks
The 10 with the highest Merit score (momentum + earnings yield)
How Merit score (momentum + earnings yield) is computed
return (%) over 252 days, excluding the latest 21 sessions + (100 ÷ P/E ratio)
How much
Equal parts, up to 10 stocks
Sells all of it
When
Drops out at a rebalance
Repeats
Checks
Once a day, after the close
Evens out
Monthly: trims what ran up, tops up what dipped
More rules and order settings 5
Each stock is at most 10% of the money.
Rebalance at the session close, with orders for the next open.
Skip a buy if the price opens more than 2% above the decision close.
Skip a buy if it opens more than 5% below.
Up to 20 orders a day.
Versions
- v1CreatedThe first version
Editing a strategy creates a new version; earlier decisions stay in the record.