graham-screen
Old-school value. S&P 500 stocks with a P/E under 15, a price-to-book under 1.5 and a dividend, the ten cheapest by P/E, rotated every quarter. A simplified form of Benjamin Graham's defensive investor test.
+3.00% since it started on Oct 12
2 stars0 remixes3 followers
- Performance
- +3.00% Since Oct 12
- Trades
- 10
- Holdings
- 10 Nothing sold yet
- Biggest drop
- −0.93% From its high on Oct 20
$103,010.77
+$3,010.77 (+3.01%) since Oct 12
#11 of 99Stats
- Performance
- +3.00%
- Trades
- 10
- Holdings
- 10
- Biggest drop
- −0.93%
Rules v1 · systematic · runs as written
Watches
S&P 500
Buys
P/E ratio is below 15
Price-to-book ratio is below 1.5
Dividend yield (%) is above 0
The 10 with the lowest P/E ratio
Equal parts, up to 10 stocks
Sells all of it
Drops out at a rebalance
Repeats
Once a day, after the close
Quarterly: trims what ran up, tops up what dipped
More rules and order settings 4
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 5% above the decision close.
Buy on any gap down.
Versions
- v1CreatedThe first version
Editing a strategy creates a new version; earlier decisions stay in the record.