Author: LonghornBoy |
Subject: Re: SI Pro YTD Returns |
Date: 8/3/2013 |
Recommendations: 3 |
This is based on Friday close, as I`m using only the data available in SI Pro. Also, here are the current screen definitions: Define {3pt_Relative_Value} ; Uses [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI Price--high 52 week] [SI PE] [SI Ind PE] [SI Price/CFPS] [SI Ind Price/CFPS] [SI Price/Sales] [SI Ind Price/Sales] [SI Volume--Average Daily 10d] [SI Volume--Average Monthly 3m][SI % Rank-Volume--Average Monthly 3m] ; Deblank [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI Price--high 52 week] [SI PE] [SI Ind PE] [SI Price/CFPS] [SI Ind Price/CFPS] [SI Price/Sales] [SI Ind Price/Sales] [SI Volume--Average Daily 10d] [SI Volume--Average Monthly 3m][SI % Rank-Volume--Average Monthly 3m] ; Keep :[SI Price]>5 Keep :([SI Price]*[SI Volume--Average Daily 10d])>100 Keep :[SI Price]>[SI Price--high 52 week]*0.9 Keep :[SI PE]<[SI Ind PE]*0.9 Keep :[SI Price/CFPS]<[SI Ind Price/CFPS]*0.9 Keep :[SI Price/Sales]<[SI Ind Price/Sales]*0.9 Keep :[SI % Rank-Volume--Average Monthly 3m]>=25 Create [VolRatio] :[SI Volume--Average Daily 10d]/[SI Volume--Average Monthly 3m] Sort Descending [VolRatio] End Define {78RPM} Uses [SI Price] [SI Volume--Average Daily 10d] [SI Price/CFPS] [SI Price as % of 52 Week High] [SI Price Change 26 week] Deblank [SI Price] [SI Volume--Average Daily 10d] [SI Price/CFPS] [SI Price as % of 52 Week High] [SI Price Change 26 week] Keep :[SI Price]>10 Keep :[SI Volume--Average Daily 10d]>10 Keep :[SI Price/CFPS]>0 Keep :([SI Price as % of 52 Week High]-[SI Price/CFPS])>78 Sort Descending [SI Price Change 26 week] ; Top :5 End Define {Advanced} ; Uses [SI Ind PE][SI Ind Price/FCFPS][SI Price][SI Volume--Average Daily 10d][SI Price--high 52 week][SI Volume--Average Monthly 3m][SI Sec. Price/FCFPS][SI Sec. PE][SI Price Change 52 week][SI Market Cap Q1][SI Cash from operations 12m][SI EPS Q1][SI Price--Volume M001] ; Deblank [SI Ind PE][SI Ind Price/FCFPS][SI Price][SI Volume--Average Daily 10d][SI Price--high 52 week][SI Volume--Average Monthly 3m][SI Sec. Price/FCFPS][SI Sec. PE][SI Price Change 52 week][SI Market Cap Q1][SI Cash from operations 12m][SI EPS Q1][SI Price--Volume M001] ; Keep :[SI EPS Q1]>0 Keep :[SI Volume--Average Daily 10d]*[SI Price]>500 Keep :[SI Volume--Average Daily 10d]>=50 Keep :[SI Market Cap Q1]>50 Keep :[SI Price]>5 Keep :[SI Price--Volume M001]>0 Keep :[SI Price]>=0.90*[SI Price--high 52 week] Keep :([SI Volume--Average Daily 10d]/[SI Price--Volume M001]>0.16)+([SI Market Cap Q1]<3.9*[SI Cash from operations 12m])>=1 Create [Voom52] :[SI Price Change 52 week]*[SI Volume--Average Daily 10d]/([SI Volume--Average Monthly 3m]*[SI Price]) Sort Descending [Voom52] End Define {ARS} Uses [SI Price] [SI Price Change 52 week] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI Institutions--Shares purchased] [SI Institutions--Shares sold] [SI Return on equity 12m] [SI Ind Return on equity 12m] [SI Price Change 52 week] [SI Yield] [SI EPS Est Q0] [SI EPS Est Q0-Last month] [SI EPS Est Y0] [SI EPS Est Q1] [SI EPS Est Q1-Last month] [SI EPS Est Y0-Last month] Deblank [SI Price] [SI Price Change 52 week] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI Institutions--Shares purchased] [SI Institutions--Shares sold] [SI Return on equity 12m] [SI Ind Return on equity 12m] [SI Price Change 52 week] [SI Yield] Keep :[SI Price]>10 Keep :[SI Market Cap Q1]>500 Keep :[SI Volume--Average Daily 10d]>10 Keep :[SI Yield]>3 Keep :OR([SI EPS Est Q0]>[SI EPS Est Q0-Last month],[SI EPS Est Q1]>[SI EPS Est Q1-Last month],[SI EPS Est Y0]>[SI EPS Est Y0-Last month]) Keep :[SI Institutions--Shares purchased]>[SI Institutions--Shares sold] Keep :[SI Return on equity 12m]>[SI Ind Return on equity 12m] Sort Descending [SI Price Change 52 week] ; Top :5 End Define {BI} Uses [SI Sector] [SI Industry] [SI Volume--Average Daily 10d] [SI Volume--Average Monthly 3m] [SI ADR/ADS Stock] [SI Exchange] [SI Price/FCFPS] [SI PE] [SI Ind PE] [SI Ind Price/FCFPS] [SI Price] [SI EPS 12m] [SI Market Cap Q1] [SI Price--high 52 week] [SI % Rank-Free Cash Flow-Grth 12m] [SI Price Change 13 week] [SI Price/Sales] ; Create [Dollar Daily Avg] :([SI Volume--Average Monthly 3m]*[SI Price])/20 Create [VolRatio dd] :([SI Volume--Average Daily 10d]/[Dollar Daily Avg]) ; Deblank [SI Sector] [SI Industry] [SI Volume--Average Daily 10d] [SI Volume--Average Monthly 3m] [SI ADR/ADS Stock] [SI Exchange] [SI Price/FCFPS] [SI PE] [SI Ind PE] [SI Ind Price/FCFPS] [SI Price] [SI EPS 12m] [SI Market Cap Q1] [SI Price--high 52 week] [SI % Rank-Free Cash Flow-Grth 12m] [SI Price Change 13 week] [SI Price/Sales] Keep :[SI ADR/ADS Stock]="F" Keep :[SI Sector]<>"07-Financial" Keep :[SI Industry]<>"0933-RealEstateOperations" Keep :[SI Volume--Average Daily 10d]>65 Keep :[SI Volume--Average Daily 10d]>0.05*[SI Volume--Average Monthly 3m] Keep :[SI Price/FCFPS]>0 Keep :[SI PE]>6 Keep :[SI PE]<[SI Ind PE] Keep :[SI Price/FCFPS]<[SI Ind Price/FCFPS] Keep :[SI Price]>5 Keep :[SI EPS 12m]>0 Keep :[SI Market Cap Q1]>39 Keep :[SI Price]>0.9*[SI Price--high 52 week] Keep :[SI % Rank-Free Cash Flow-Grth 12m]>30 Keep :[SI Price/Sales]<9 Sort Descending [VolRatio dd] End Define {Blue_Skies} Deblank [SI Price] [SI Float] [SI Market Cap Q1] [SI EPS Q1] [SI EPS Q5][SI Sales Q1] [SI Sales Q5] [SI Volume--Average Daily 10d] [SI Volume--Average Monthly 3m][SI Price/Sales] [SI Price/CFPS][SI Price/FCFPS] [SI Price Change 26 week][SI Institutional Ownership %] [SI Exchange] [SI Sector] [SI Industry] [SI Price M002] [SI Price M003] Create [10DV] :[SI Volume--Average Daily 10d] Create [3MDV] : ([SI Volume--Average Monthly 3m]/21) Create [26W] : [SI Price Change 26 week] Create [VR] :([10DV]/[3MDV]) Create [MA]:([SI Price]+[SI Price M002]+[SI Price M003])/3 Create [PIO] : [SI Institutional Ownership %]/100 Create [SORT] : ([26W]/[3MDV])*[VR] Keep :[SI Price]>=4 Keep :[10DV]>=50 Keep :[PIO]<100 Keep :[26W]>10 Keep :[SI Float]<20 Keep :[SI Price]>=[MA] Keep :[SI Volume--Average Monthly 3m]*[SI Price]>10000 Keep :[SI EPS Q1]>[SI EPS Q5] Keep :[SI Sales Q1]>[SI Sales Q5] Keep :[SI Price/Sales]<=3 Keep :[SI Price/FCFPS]<=20 Keep :OR([SI Exchange]="M",[SI Exchange]="N",[SI Exchange]="A") Sort Descending [SORT] End Define {Bob} ; Uses [SI Sales 12m] [SI Sales Y1] [SI Sales Y2] [SI Sales Y3] [SI EPS 12m] [SI EPS Y1] [SI EPS Y2] [SI EPS Y3] [SI Free cash flow/share 12m] [SI Free cash flow/share Y1] [SI Free cash flow/share Y2] [SI Cash Y1] [SI Price/Sales] [SI Volume--Average Daily 10d] [SI Volume--Average Monthly 3m] [SI Price] [SI Price Change 26 week] [SI EPS Y4] [SI PE to Div adj EPS Est growth] ; Deblank [SI Sales 12m] [SI Sales Y1] [SI Sales Y2] [SI Sales Y3] [SI EPS 12m] [SI EPS Y1] [SI EPS Y2] [SI EPS Y3] [SI Free cash flow/share 12m] [SI Free cash flow/share Y1] [SI Free cash flow/share Y2] [SI Cash Y1] [SI Price/Sales] [SI Volume--Average Daily 10d] [SI Volume--Average Monthly 3m] [SI Price] [SI Price Change 26 week] [SI EPS Y4] [SI PE to Div adj EPS Est growth] ; Keep :[SI Sales 12m]>=[SI Sales Y1] Keep :[SI Sales Y1]>=[SI Sales Y2] Keep :[SI Sales Y2]>=[SI Sales Y3] ; Keep :[SI EPS Y1]>=[SI EPS Y2] Keep :[SI EPS Y2]>=[SI EPS Y3] ; Keep :[SI EPS 12m]>0 Keep :[SI EPS Y1]>0 Keep :[SI EPS Y2]>0 Keep :[SI EPS Y3]>0 Keep :[SI EPS Y4]>0 ; Keep :[SI Free cash flow/share Y1]>[SI Free cash flow/share Y2] ; Keep :[SI Free cash flow/share 12m]>0 Keep :[SI Free cash flow/share Y1]>0 Keep :[SI Free cash flow/share Y2]>0 ; Keep :[SI Price/Sales]<=1.3 Keep :[SI PE to Div adj EPS Est growth]<=1.45 ; Keep :[SI Price]>5 Keep :[SI Volume--Average Daily 10d]>20 ; Create [Voom] :[SI Price Change 26 week]*[SI Volume--Average Daily 10d]/([SI Volume--Average Monthly 3m]*[SI Price]) Sort Descending [Voom] End Define {CANSLIM-26} Uses [SI EPS-Continuing Q1] [SI EPS-Continuing Q2] [SI EPS-Continuing Y1] [SI EPS-Continuing Y2] [SI EPS-Continuing Y3] [SI EPS-Continuing Y4] [SI EPS-Continuing Y5] [SI EPS Cont-Growth from Q5 to Q1] [SI EPS Cont-Growth from Q6 to Q2] [SI EPS-Continuing 12m] [SI EPS Cont-Growth 5yr] [SI Price as % of 52 Week High] [SI Volume--Average Daily 10d] [SI % Rank-Rel Strength 52 week] [SI Institutional shareholders] [SI Price Change 26 week] Deblank [SI EPS-Continuing Q1] [SI EPS-Continuing Q2] [SI EPS-Continuing Y1] [SI EPS-Continuing Y2] [SI EPS-Continuing Y3] [SI EPS-Continuing Y4] [SI EPS-Continuing Y5] [SI EPS Cont-Growth from Q5 to Q1] [SI EPS Cont-Growth from Q6 to Q2] [SI EPS-Continuing 12m] [SI EPS Cont-Growth 5yr] [SI Price as % of 52 Week High] [SI Volume--Average Daily 10d] [SI % Rank-Rel Strength 52 week] [SI Institutional shareholders] [SI Price Change 26 week] Keep :[SI EPS-Continuing Q1]>0 Keep :[SI EPS-Continuing Q2]>0 Keep :[SI EPS Cont-Growth from Q5 to Q1]>[SI EPS Cont-Growth from Q6 to Q2] Keep :[SI EPS-Continuing 12m]>=[SI EPS-Continuing Y1] Keep :[SI EPS-Continuing Y1]>[SI EPS-Continuing Y2] Keep :[SI EPS-Continuing Y2]>[SI EPS-Continuing Y3] Keep :[SI EPS-Continuing Y3]>[SI EPS-Continuing Y4] Keep :[SI EPS-Continuing Y4]>[SI EPS-Continuing Y5] Keep :[SI EPS Cont-Growth 5yr]>=25 Keep :[SI Price as % of 52 Week High]>=90 Keep :[SI Volume--Average Daily 10d]>10 Keep :[SI % Rank-Rel Strength 52 week]>70 Keep :[SI Institutional shareholders]>=5 Sort Descending [SI Price Change 26 week] ; Top :5 End Define {Dipstick} Uses [SI Industry] [SI Volume--Average Daily 10d] [SI Volume--Average Monthly 3m] [SI Price] [SI Price Change 4 week] ; Deblank [SI Industry] [SI Volume--Average Daily 10d] [SI Volume--Average Monthly 3m] [SI Price] [SI Price Change 4 week] ; Keep :[SI Industry]="0609-Oil & Gas Operations" Keep :[SI Volume--Average Daily 10d]>20 Keep :[SI Price]>10 Create [VolRatio] :[SI Volume--Average Daily 10d]*100/[SI Volume--Average Monthly 3m] Keep :[VolRatio]>6 Sort Ascending [SI Price Change 4 week] End Define {FCF-26} Uses [SI Free cash flow/share 12m] [SI Shares Average Q1] [SI Price Change 26 week] Deblank [SI Free cash flow/share 12m] [SI Shares Average Q1] Create [FCF] :[SI Free cash flow/share 12m]*[SI Shares Average Q1] Sort Descending [FCF] Top :100 PlusTies Deblank [SI Price Change 26 week] Sort Descending [SI Price Change 26 week] ; Top :5 End Define {Fried_500} Deblank [SI Standard and Poor stock] [SI Price] [SI Shares Average Q1] [SI Shares Average Q5] [SI Price/Sales] Keep :[SI Standard and Poor stock]=500 Keep :[SI Price]>5 Create [Share Change] : 100*[SI Shares Average Q1]/[SI Shares Average Q5] Keep :[Share Change] > 0 Keep :[Share Change] < 97 Sort Ascending [SI Price/Sales] End Define {GSX} Uses [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI Price--high 52 week] [SI Volume--Average Monthly 3m] [SI Price/FCFPS] [SI Ind Price/FCFPS] [SI Price Change 52 week] [SI Price Change 4 week] [SI Price Change 13 week] [SI PE] [SI Ind PE] [SI Sector] [SI Exchange] [SI % Rank-Free Cash Flow-Grth 12m] Deblank [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI Price--high 52 week] [SI Volume--Average Monthly 3m] [SI Price/FCFPS] [SI Ind Price/FCFPS] [SI Price Change 52 week] [SI Price Change 4 week] [SI Price Change 13 week] [SI PE] [SI Ind PE] [SI Sector] [SI Exchange] [SI % Rank-Free Cash Flow-Grth 12m] Keep :AND([SI Price/FCFPS]>0,[SI PE]>5,[SI Price/FCFPS]<[SI Ind Price/FCFPS],[SI PE]<[SI Ind PE]) Keep : AND([SI Sector]<>"07-Financial",[SI Industry]<>"0933-RealEstateOperations") Keep :OR([SI Exchange]="M",[SI Exchange]="N",[SI Exchange]="A") Keep :[SI Price]>5 Keep :[SI Market Cap Q1]>65 Keep :[SI Volume--Average Daily 10d]>65 Keep :[SI Price]>0.9*[SI Price--high 52 week] Keep :[SI Volume--Average Daily 10d]>0.05*[SI Volume--Average Monthly 3m] Keep : [SI % Rank-Free Cash Flow-Grth 12m]>30 ;Create [Voom] :[SI Price Change 13 week]*[SI Volume--Average Daily 10d]/[SI Volume--Dollar Daily Avg 3m] ;Create [Voom] :[SI Price Change 26 week]*[SI Volume--Average Daily 10d]/([SI Volume--Average Monthly 3m]*[SI Price]) Create [Voom] :[SI Price Change 13 week]*[SI Volume--Average Daily 10d]/([SI Volume--Average Monthly 3m]*[SI Price]) Sort Descending [Voom] End ; ; revised version GSX2 of GSX screen, added 4/24/06: see runs 74596-74615 for comparisons with GSX ; now with NO sector or industry restrictions ; Define {GSX2} ; Uses [SI Price Change 13 week] [SI PE] [SI % Rank-PE] [SI Ind PE] [SI Price/FCFPS] [SI % Rank-Price/FCFPS] [SI Price/FCFPS] [SI Sec. Price/FCFPS] [SI Ind Price/FCFPS] [SI % Rank-Free Cash Flow-Grth 12m] [SI Price] [SI Price--high 52 week] [SI EPS 12m] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI Volume--Average Monthly 3m] [SI % Rank-Market Cap Q1] [SI Sector] [SI Industry] [SI Exchange] ; Deblank [SI Price Change 13 week] [SI PE] [SI % Rank-PE] [SI Ind PE] [SI Price/FCFPS] [SI % Rank-Price/FCFPS] [SI Price/FCFPS] [SI Sec. Price/FCFPS] [SI Ind Price/FCFPS] [SI % Rank-Free Cash Flow-Grth 12m] [SI Price] [SI Price--high 52 week] [SI EPS 12m] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI Volume--Average Monthly 3m] [SI % Rank-Market Cap Q1] [SI Sector] [SI Industry] [SI Exchange] ; Keep :[SI PE]>0 Keep :[SI % Rank-PE]<70 Keep :[SI PE]<1.05*[SI Ind PE] ; Keep :[SI Price/FCFPS]>0 Keep :[SI % Rank-Price/FCFPS]<50 Keep :[SI Price/FCFPS]<[SI Sec. Price/FCFPS] Keep :[SI Price/FCFPS]<1.05*[SI Ind Price/FCFPS] Keep :[SI % Rank-Free Cash Flow-Grth 12m]>30 ; Keep :[SI Price]>5 Keep :[SI Price]>0.91*[SI Price--high 52 week] ; Keep :[SI EPS 12m]>0 Keep :[SI % Rank-Market Cap Q1]>27 ; Keep :[SI Volume--Average Daily 10d]>65 ;Keep :[SI Sector]<>"07-Financial" ;Keep :[SI Industry]<>"0933-RealEstateOperations" Keep :OR([SI Exchange]="M",[SI Exchange]="N",[SI Exchange]="A") ; Create [Voom13] :[SI Price Change 13 week]*[SI Volume--Average Daily 10d]/([SI Volume--Average Monthly 3m]*[SI Price]) Sort Descending [Voom13] End Define {Gentle_Screamers} Uses [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI Price--high 52 week] [SI Volume--Average Monthly 3m] [SI Price/FCFPS] [SI Ind Price/FCFPS] [SI Price Change 52 week] [SI Price Change 4 week] Deblank [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI Price--high 52 week] [SI Volume--Average Monthly 3m] [SI Price/FCFPS] [SI Ind Price/FCFPS] [SI Price Change 52 week] [SI Price Change 4 week] Keep :[SI Price]>5 Keep :[SI Market Cap Q1]>100 Keep :[SI Volume--Average Daily 10d]>10 Keep :[SI Price]>0.9*[SI Price--high 52 week] Keep :[SI Volume--Average Daily 10d]>0.05*[SI Volume--Average Monthly 3m] Keep :AND([SI Price/FCFPS]>0,[SI Price/FCFPS]<[SI Ind Price/FCFPS]) Keep :[SI Price Change 52 week]>50 Sort Descending [SI Price Change 4 week] ; Top :5 End Define {GS_PCF} Uses [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI Price--high 52 week] [SI Volume--Average Monthly 3m] [SI Price/FCFPS] [SI Ind Price/FCFPS] [SI Price Change 52 week] [SI Price Change 4 week] [SI Price/CFPS] Deblank [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI Price--high 52 week] [SI Volume--Average Monthly 3m] [SI Price/FCFPS] [SI Ind Price/FCFPS] [SI Price Change 52 week] [SI Price Change 4 week] [SI Price/CFPS] Keep :[SI Price]>5 Keep :[SI Market Cap Q1]>100 Keep :[SI Volume--Average Daily 10d]>10 Keep :[SI Price Change 52 week]>0 Keep :[SI Price]>0.9*[SI Price--high 52 week] Keep :[SI Volume--Average Daily 10d]>0.05*[SI Volume--Average Monthly 3m] Keep :AND([SI Price/FCFPS]>0,[SI Price/FCFPS]<[SI Ind Price/FCFPS]) Keep :[SI Price Change 52 week]>50 Sort Ascending [SI Price/CFPS] ; Top :5 End Define {GS_Mungo} Uses [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI Price--high 52 week] [SI Volume--Average Monthly 3m] [SI Price/FCFPS] [SI Ind Price/FCFPS] [SI Price Change 52 week] [SI Price Change 4 week] Deblank [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI Price--high 52 week] [SI Volume--Average Monthly 3m] [SI Price/FCFPS] [SI Ind Price/FCFPS] [SI Price Change 52 week] [SI Price Change 4 week] Keep :[SI Price]>5 Keep :[SI Market Cap Q1]>100 Keep :[SI Volume--Average Daily 10d]>10 Keep :[SI Price]>0.9*[SI Price--high 52 week] Keep :[SI Volume--Average Daily 10d]>0.05*[SI Volume--Average Monthly 3m] Keep :AND([SI Price/FCFPS]>0,[SI Price/FCFPS]<[SI Ind Price/FCFPS]) Keep :[SI Price Change 52 week]>50 Sort Ascending [SI Price Change 4 week] ; Top :5 End Define {GS_Mungo_Voom} Uses [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI Price--high 52 week] [SI Volume--Average Monthly 3m] [SI Price/FCFPS] [SI Ind Price/FCFPS] [SI Price Change 52 week] [SI Price Change 4 week] Deblank [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI Price--high 52 week] [SI Volume--Average Monthly 3m] [SI Price/FCFPS] [SI Ind Price/FCFPS] [SI Price Change 52 week] [SI Price Change 4 week] Keep :[SI Price]>5 Keep :[SI Market Cap Q1]>100 Keep :[SI Volume--Average Daily 10d]>10 Keep :[SI Price]>0.9*[SI Price--high 52 week] Keep :[SI Volume--Average Daily 10d]>0.05*[SI Volume--Average Monthly 3m] Keep :AND([SI Price/FCFPS]>0,[SI Price/FCFPS]<[SI Ind Price/FCFPS]) Keep :[SI Price Change 52 week]>50 Create [AntiVoom] :[SI Volume--Average Daily 10d]/[SI Volume--Average Monthly 3m]*(-[SI Price Change 4 week]) Sort Descending [AntiVoom] ; Top :5 End Define {HIAR_s} Uses [SI Price] [SI Volume--Average Daily 10d] [SI ADR/ADS Stock] [SI Exchange] [SI Industry] [SI Inventory Q1] [SI Inventory Q5] [SI Accounts receivable Q1] [SI Accounts receivable Q5] [SI Volume--Average Monthly 3m] Deblank [SI Price] [SI Volume--Average Daily 10d] [SI ADR/ADS Stock] [SI Exchange] [SI Industry] [SI Inventory Q1] [SI Inventory Q5] [SI Accounts receivable Q1] [SI Accounts receivable Q5] [SI Volume--Average Monthly 3m] Keep :[SI Price]>5 Keep :[SI ADR/ADS Stock]="F" Keep :[SI Exchange] <> "Over the Counter" Keep :[SI Industry]<>"0721-Misc.FinancialServices" Create [DolVol] :[SI Price]*[SI Volume--Average Monthly 3m]/20 Keep :[DolVol]>500 Keep :[SI Inventory Q1]>[SI Inventory Q5]*1.4 Keep :[SI Accounts receivable Q1]>[SI Accounts receivable Q5]*1.4 Create [VR] :100*[SI Volume--Average Daily 10d]/[SI Volume--Average Monthly 3m] Sort Ascending [VR] End Define {HighOnVolume} ; Uses [SI Price] [SI Volume--Average Daily 10d] [SI Price--high 52 week] [SI Price/Sales] [SI Ind Price/Sales] [SI Volume--Average Monthly 3m] [SI Price M002] [SI Price M003] [SI Price M004] [SI Price M005] [SI Price M006] [SI Price M007] [SI Price M008] [SI Price M009] [SI Price M010] ; Deblank [SI Price] [SI Volume--Average Daily 10d] [SI Price--high 52 week] [SI Price/Sales] [SI Ind Price/Sales] [SI Volume--Average Monthly 3m] [SI Price M002] [SI Price M003] [SI Price M004] [SI Price M005] [SI Price M006] [SI Price M007] [SI Price M008] [SI Price M009] [SI Price M010] ; Keep :[SI Price]>5 Keep :[SI Volume--Average Daily 10d]>50 Keep :[SI Price]>[SI Price--high 52 week]*0.9 Keep :[SI Price/Sales]<[SI Ind Price/Sales]*1.2 Create [MA] :0.1*([SI Price]+[SI Price M002]+[SI Price M003]+[SI Price M004]+[SI Price M005]+[SI Price M006]+[SI Price M007]+[SI Price M008]+[SI Price M009]+[SI Price M010]) Create [Pr2MA] :100*[SI Price]/[MA] Keep :[Pr2MA]>140 Create [VolRatio] :[SI Volume--Average Daily 10d]/[SI Volume--Average Monthly 3m] Sort Descending [VolRatio] End Define {High_Relative_Value} Uses [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI Price--high 52 week] [SI PE] [SI Ind PE] [SI Price/CFPS] [SI Ind Price/CFPS] [SI Price/FCFPS] [SI Ind Price/FCFPS] [SI Volume--Average Daily 10d] [SI Volume--Average Monthly 3m] Deblank [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI Price--high 52 week] [SI PE] [SI Ind PE] [SI Price/CFPS] [SI Ind Price/CFPS] [SI Price/FCFPS] [SI Ind Price/FCFPS] [SI Volume--Average Daily 10d] [SI Volume--Average Monthly 3m] Keep :[SI Price]>5 Keep :[SI Market Cap Q1]>100 Keep :[SI Volume--Average Daily 10d]>10 Keep :[SI Price]>[SI Price--high 52 week]*0.9 Keep :[SI PE]<[SI Ind PE] Keep :[SI Price/CFPS]<[SI Ind Price/CFPS] Keep :[SI Price/FCFPS]<[SI Ind Price/FCFPS] Create [VolRatio] :[SI Volume--Average Daily 10d]/[SI Volume--Average Monthly 3m] Sort Descending [VolRatio] ; Top :5 End Define {Incoming_Cash} Uses [SI Price] [SI Volume--Average Daily 10d] [SI Net Income Q1] [SI Cash Q1] [SI Price Change 52 week] [SI Price as % of 52 Week High] [SI EPS-Growth from Q5 to Q1] Deblank [SI Price] [SI Volume--Average Daily 10d] [SI Net Income Q1] [SI Cash Q1] [SI Price Change 52 week] [SI Price as % of 52 Week High] [SI EPS-Growth from Q5 to Q1] Keep :[SI Price]*[SI Volume--Average Daily 10d]>1000 Keep :[SI Market Cap Q1]>100 Keep :[SI Price as % of 52 Week High]>90 Keep : [SI Price Change 52 week]>25 Set [Median EPSCHG] :MEDIAN([[SI EPS-Growth from Q5 to Q1]]) Keep :[SI EPS-Growth from Q5 to Q1]>[Median EPSCHG] Create [INCASH]:([SI Net Income Q1]+[SI Cash Q1])/[SI Market Cap Q1] Sort Descending [INCASH] End Define {Low_Mult} Uses [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI Price--high 52 week] [SI PE] [SI Ind PE] [SI Price/CFPS] [SI Ind Price/CFPS] [SI Price/Sales] [SI Ind Price/Sales] [SI Price Change 4 week] [SI Price Change 13 week] [SI Volume--Average Daily 10d] [SI Volume--Dollar Daily Avg 3m] [SI Exchange] [SI Price Change 26 week] [SI Volume--Dollar Daily Avg 3m] Set [Median PE] :MEDIAN([[SI PE]]) Deblank [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI Price--high 52 week] [SI PE] [SI Ind PE] [SI Price/CFPS] [SI Ind Price/CFPS] [SI Price/Sales] [SI Ind Price/Sales] [SI Price Change 4 week] [SI Price Change 13 week] [SI Volume--Average Daily 10d] [SI Volume--Dollar Daily Avg 3m] [SI Exchange] [SI Price Change 26 week] [SI Volume--Dollar Daily Avg 3m] Keep :[SI Price]>5 Keep :[SI Market Cap Q1]>100 Keep :[SI Volume--Average Daily 10d]>10 Keep :OR([SI Exchange]="N", [SI Exchange]="A", [SI Exchange]="M") Keep :[SI Price--high 52 week]>0 Keep :[SI Price]/[SI Price--high 52 week]>0.90 Keep :AND([SI PE]>0,[SI Price/CFPS]>0,[SI Price/Sales]>0) Keep :[SI PE]/[Median PE]<.9 Keep :[SI Price/CFPS]/[SI Ind Price/CFPS]<.9 Keep :[SI Price/Sales]/[SI Ind Price/Sales]<.9 Keep: [SI Price Change 13 week]>10 ;Create [Voom] :[SI Price Change 13 week]*[SI Volume--Average Daily 10d]/[SI Volume--Dollar Daily Avg 3m] Create [Voom] :[SI Price Change 26 week]*[SI Volume--Average Daily 10d]/([SI Volume--Average Monthly 3m]*[SI Price]) Sort Descending [Voom] ; Top :10 End Define {LowPS+} Uses [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI Price/Sales] [SI Price as % of 52 Week High] [SI % Rank-Rel Strength 4 week] [SI % Rank-Rel Strength 52 week] Deblank [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI Price/Sales] [SI Price as % of 52 Week High] [SI % Rank-Rel Strength 4 week][SI % Rank-Rel Strength 52 week] Keep :[SI % Rank-Rel Strength 4 week]>94 Keep :[SI % Rank-Rel Strength 52 week]>91 Keep :([SI Volume--Average Daily 10d]*[SI Price])>150 Keep :[SI Price]>5 Keep :[SI Market Cap Q1]>75 Keep :[SI Volume--Average Daily 10d]>10 Keep :[SI Price as % of 52 Week High]>89 Keep :[SI Price/Sales]>0 Sort Ascending [SI Price/Sales] ;Top :10 End Define {LowPSvol} Uses [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI Price as % of 52 Week High] [SI Volume--Average Daily 10d] [SI Volume--Average Monthly 3m] [SI Price/Sales] [SI Price/FCFPS] [SI Exchange] Deblank [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI Price as % of 52 Week High] [SI Volume--Average Daily 10d] [SI Volume--Average Monthly 3m] [SI Price/Sales] [SI Price/FCFPS] [SI Exchange] Keep :OR([SI Exchange]="M",[SI Exchange]="N",[SI Exchange]="A") Keep :[SI Price]>5 Keep :[SI Market Cap Q1]>100 Keep :[SI Volume--Average Daily 10d]*[SI Price]>1000 Keep :[SI Price as % of 52 Week High]>90 Keep :[SI Price/FCFPS]>0 Keep :[SI Price/Sales]<2.5 Create [VolRatio] :[SI Volume--Average Daily 10d]/[SI Volume--Average Monthly 3m] Sort Descending [VolRatio] End Define {Melange} Uses [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI Sales-Growth 5yr] [SI PE] [SI Ind PE] [SI Price Change 26 week] Deblank [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI Sales-Growth 5yr] [SI PE] [SI Ind PE] [SI Price Change 26 week] Keep :[SI Price]>10 Keep :[SI Volume--Average Daily 10d]>20 Keep :[SI Market Cap Q1]>100 Keep :[SI Sales-Growth 5yr]>15 Keep :[SI PE]<[SI Ind PE] Sort Descending [SI Price Change 26 week] ; Top :5 End Define {Microcap_Momentum} Uses [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI EPS Est Q0-% Rev-Last month] [SI EPS Est Q1-% Rev-Last month] [SI EPS Est Y0-% Rev-Last month] [SI Price Change 26 week] Deblank [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI EPS Est Q0-% Rev-Last month] [SI EPS Est Q1-% Rev-Last month] [SI EPS Est Y0-% Rev-Last month] [SI Price Change 26 week] Keep :[SI Price]>1 Keep :[SI Volume--Average Daily 10d]>10 Keep :[SI Market Cap Q1]<50 Keep :OR([SI EPS Est Q0-% Rev-Last month]>0,[SI EPS Est Q1-% Rev-Last month]>0,[SI EPS Est Y0-% Rev-Last month]>0) Sort Descending [SI Price Change 26 week] ; Top :5 End Define {Money_Flow} ; Author: DrBob2, post discovery from: 2007-01-01 Deblank [SI Price] [SI Volume--Average Daily 10d] [SI Price--Volume M001] [SI Price--Volume M002] [SI Price--Volume M003] [SI Price--Volume M004] [SI Price--Volume M005] [SI Price--Volume M006] [SI Price--Volume M007] [SI Price--Volume M008] [SI Price--Volume M009] [SI Price/FCFPS] Keep: [SI Price]>10 Keep: [SI Volume--Average Daily 10d]>20 Keep: [SI Price--Volume M009]>0 Keep: [SI Price/FCFPS]<25 Create [MF001]: [SI Price--Volume M001] * SIGN([SI Price M001] - [SI Price M002]) Create [MF002]: [SI Price--Volume M002] * SIGN([SI Price M002] - [SI Price M003]) Create [MF003]: [SI Price--Volume M003] * SIGN([SI Price M003] - [SI Price M004]) Create [MF004]: [SI Price--Volume M004] * SIGN([SI Price M004] - [SI Price M005]) Create [MF005]: [SI Price--Volume M005] * SIGN([SI Price M005] - [SI Price M006]) Create [MF006]: [SI Price--Volume M006] * SIGN([SI Price M006] - [SI Price M007]) Create [MF007]: [SI Price--Volume M007] * SIGN([SI Price M007] - [SI Price M008]) Create [MF008]: [SI Price--Volume M008] * SIGN([SI Price M008] - [SI Price M009]) Create [MF009]: [SI Price--Volume M009] * SIGN([SI Price M009] - [SI Price M010]) Create [SumMF]: [MF001]+[MF002]+[MF003]+[MF004]+[MF005]+[MF006]+[MF007]+[MF008]+[MF009] Create [SumVolume]: [SI Price--Volume M001]+[SI Price--Volume M002]+[SI Price--Volume M003]+[SI Price--Volume M004]+[SI Price--Volume M005]+[SI Price--Volume M006]+[SI Price--Volume M007]+[SI Price--Volume M008]+[SI Price--Volume M009] Create [NormMF]: [SumMF]/[SumVolume] Keep: [NormMF]>0.75 Create [SortCritera]: [SumMF]/[SI Price--Volume M001] Sort Ascending [SortCritera] End Define {Net-Nets_Grahamified} Uses [SI Country] [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI ADR/ADS Stock] [SI Current assets Q1] [SI Current liabilities Q1] [SI Price/Book] [SI Long-term debt Q1] [SI Shares Average Q1] [SI Total assets Q1] Deblank [SI Country] [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI ADR/ADS Stock] [SI Current assets Q1] [SI Current liabilities Q1] [SI Price/Book] [SI Long-term debt Q1] [SI Shares Average Q1] [SI Total assets Q1] Keep :[SI Country]="UnitedStates" Keep :[SI Price]>1 Keep :[SI Market Cap Q1]>2.5 Keep :[SI Volume--Average Daily 10d]>1 Keep :[SI ADR/ADS Stock]="F" Keep :[SI Current assets Q1]-[SI Current Liabilities Q1]-[SI Long-term debt Q1]<>0 Create [Pr2NetNet] :[SI Market Cap Q1]/([SI Current assets Q1]-[SI Current Liabilities Q1]-[SI Long-term debt Q1]) Keep :AND([Pr2NetNet]>0,[Pr2NetNet]<0.67) Keep :[SI Price/Book]<>0 Create [TotEq] :[SI Price]/[SI Price/Book] Keep :[SI Total assets Q1]<>0 Create [GramRatio] :[TotEq]*[SI Shares Average Q1]/[SI Total assets Q1] Keep :[GramRatio]>0.5 Sort Descending [GramRatio] ; Top :5 End Define {OptiMan} Uses [SI Market Cap Q1] [SI Yield] [SI Dividend-Growth 12m] Deblank [SI Market Cap Q1] [SI Yield] [SI Dividend-Growth 12m] Keep : [SI Market Cap Q1] > 2000 Keep : [SI Yield] > 3 Keep : [SI Dividend-Growth 12m] > 0 Create [InsBuy] : IF([SI Insiders--Buy Trades] ="nan",0,[SI Insiders--Buy Trades]) Create [InsSell] : IF([SI Insiders--Sell Trades] ="nan",0,[SI Insiders--Sell Trades]) Create [Net Insider Trades] : [InsBuy]-[InsSell] Sort Descending [Net Insider Trades] Descending [SI Dividend-Growth 12m] End Define {PIH_Naked} Uses [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI Price Change 52 week] [SI Price Change 26 week] [SI Price Change 13 week] [SI Price Change 4 week] [SI Institutional Ownership %] Deblank [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] Keep :[SI Price]>10 Keep :[SI Market Cap Q1]>200 Keep :[SI Volume--Average Daily 10d]>20 Deblank [SI Price Change 52 week] Sort Descending [SI Price Change 52 week] Top :800 PlusTies Deblank [SI Price Change 26 week] Sort Descending [SI Price Change 26 week] Top :400 PlusTies Deblank [SI Price Change 13 week] Sort Descending [SI Price Change 13 week] Top :200 PlusTies Deblank [SI Price Change 4 week] [SI Institutional Ownership %] Keep :[SI Price Change 4 week]>0 Create [PIH4] :[SI Institutional Ownership %]*[SI Price Change 4 week] Sort Descending [PIH4] ; Top :5 End Define {POG} Uses [SI Price] [SI Volume--Average Daily 10d] [SI Market Cap Q1] [SI Cash from operations 12m] [SI EPS Growth Est] [SI Price Change 26 week] Deblank [SI Price] [SI Volume--Average Daily 10d] [SI Market Cap Q1] [SI Cash from operations 12m] [SI EPS Growth Est] [SI Price Change 26 week] Keep :[SI Price]>10 Keep :[SI Volume--Average Daily 10d]>20 Keep :[SI Cash from operations 12m]>0 Keep :[SI Market Cap Q1]/[SI Cash from operations 12m]<[SI EPS Growth Est] Sort Descending [SI Price Change 26 week] ; Top :5 End Define {POI} Uses [SI Price] [SI Volume--Average Daily 10d] [SI Cash from operations 12m] [SI Market Cap Q1] [SI Price Change 26 week] Deblank [SI Price] [SI Volume--Average Daily 10d] [SI Cash from operations 12m] [SI Market Cap Q1] [SI Price Change 26 week] Keep: [SI Price]>10 Keep: [SI Volume--Average Daily 10d]>20 Keep: [SI Cash from operations 12m]<>0 Create [POI]: [SI Market Cap Q1]/[SI Cash from operations 12m] Keep: [POI]>0 Keep: [POI]<5 Sort Descending [SI Price Change 26 week] End Define {P/S_I_Love_You} Uses [SI Price] [SI Volume--Average Daily 10d] [SI Price/Sales] [SI Price Change 52 week] [SI Price as % of 52 Week High] [SI EPS-Growth from Q5 to Q1] Deblank [SI Price] [SI Volume--Average Daily 10d] [SI Price/Sales] [SI Price Change 52 week] [SI Price as % of 52 Week High] [SI EPS-Growth from Q5 to Q1] Keep :[SI Price]>10 Keep :[SI Volume--Average Daily 10d]>10 Keep :[SI Price as % of 52 Week High]>90 Keep : [SI Price Change 52 week]>25 Set [Median EPSCHG] :MEDIAN([[SI EPS-Growth from Q5 to Q1]]) Keep :[SI EPS-Growth from Q5 to Q1]>[Median EPSCHG] Keep :[SI Price/Sales]>0 Sort Ascending [SI Price/Sales] ; Top :5 End Define {Rabbitt} Uses [SI Price] [SI Volume--Average Daily 10d] [SI ADR/ADS Stock] [SI Exchange] [SI Industry] [SI % Rank-Rel Strength 52 week] [SI EPS Est Q1] [SI EPS Est Q1-Last month] [SI EPS Q1] [SI EPS 12m] [SI Free cash flow/share Q1] [SI Free cash flow/share 12m] Deblank [SI Price] [SI Volume--Average Daily 10d] [SI ADR/ADS Stock] [SI Exchange] [SI Industry] [SI % Rank-Rel Strength 52 week] [SI EPS Est Q1] [SI EPS Est Q1-Last month] [SI EPS Q1] [SI EPS 12m] [SI Free cash flow/share Q1] [SI Free cash flow/share 12m] Keep :[SI Price]>5 Keep :([SI Price]*[SI Volume--Average Daily 10d])>500 Keep :[SI ADR/ADS Stock]="F" Keep :[SI Exchange] <> "Over the Counter" Keep :[SI Industry]<>"0721-Misc.FinancialServices" Keep :[SI % Rank-Rel Strength 52 week]>=60 Keep :[SI EPS Est Q1]>0 Keep :[SI EPS Est Q1-Last month]>0 Keep :[SI EPS Est Q1]>[SI EPS Est Q1-Last month] Keep :[SI EPS Q1]>0 Keep :[SI EPS 12m]>0 Keep :[SI Free cash flow/share Q1]>0 Keep :[SI Free cash flow/share 12m]>0 Create [13VoomPr] :[SI Price Change 13 week]*[SI Volume--Average Daily 10d]/([SI Volume--Average Monthly 3m]*[SI Price]) Sort Descending [13VoomPr] End Define {RS-100} Uses [SI Price] [SI Volume--Average Daily 10d] [SI Price/FCFPS] [SI Price as % of 52 Week High] [SI Price Change 26 week] [SI Relative Strength 4 week][SI Relative Strength 13 week][SI Volume--Average Monthly 3m] ; Create [Dollar Daily Avg] :([SI Volume--Average Monthly 3m]*[SI Price])/20 Create [VolRatio dd] :([SI Volume--Average Daily 10d]/[Dollar Daily Avg]) ; Deblank [SI Price] [SI Volume--Average Daily 10d] [SI Price/FCFPS] [SI Price as % of 52 Week High] [SI Price Change 26 week] [SI Relative Strength 4 week][SI Relative Strength 13 week][SI Volume--Average Monthly 3m] Keep :[SI Price]>5 Keep :[SI Volume--Average Daily 10d]>100 Keep :[SI Price/FCFPS]>0 Keep :([SI Price as % of 52 Week High]-[SI Price/FCFPS])>80 Keep :[SI Relative Strength 4 week]>0 Keep :[SI Relative Strength 13 week]>0 Keep :[SI ADR/ADS Stock]="F" Keep :AND([SI Sector]<>"07-Financial",[SI Industry]<>"0933-RealEstateOperations") Sort Descending [VolRatio dd] End Define {Quality_Earnings} Uses [SI Price] [SI Volume--Average Daily 10d] [SI EPS Q1] [SI EPS 12m] [SI Free cash flow/share Q1] [SI EPS Q1] [SI Free cash flow/share 12m] [SI EPS 12m] [SI Price/FCFPS] [SI Price Change 26 week] Deblank [SI Price] [SI Volume--Average Daily 10d] [SI EPS Q1] [SI EPS 12m] [SI Free cash flow/share Q1] [SI EPS Q1] [SI Free cash flow/share 12m] [SI EPS 12m] [SI Price/FCFPS] [SI Price Change 26 week] Keep: [SI Price]>10 Keep: [SI Volume--Average Daily 10d]>20 Keep: [SI EPS Q1]>0 Keep: [SI EPS 12m]>0 Keep: [SI Free cash flow/share Q1]>[SI EPS Q1] Keep: [SI Free cash flow/share 12m]>[SI EPS 12m] Keep: [SI Price/FCFPS]<10 Sort Descending [SI Price Change 26 week] End Define {S&P_Peg} Uses [SI Standard and Poor stock] [SI Price] [SI Market Cap Q1] [SI PE] [SI EPS Growth Est] [SI Price Change 26 week] Deblank [SI Standard and Poor stock] [SI Price] [SI Market Cap Q1] [SI PE] [SI EPS Growth Est] [SI Price Change 26 week] Keep :[SI Standard and Poor stock]=500 Keep :[SI Price]>5 Keep :[SI Market Cap Q1]<10000 Keep :[SI PE]>0 Keep :[SI PE]<[SI EPS Growth Est] Sort Descending [SI Price Change 26 week] ; Top :5 End Define {Shrinkage} Uses [SI Price] [SI Market Cap Q1] [SI Return on equity 12m] [SI Shares Average Q1] [SI Shares Average Q5] Deblank [SI Price] [SI Market Cap Q1] [SI Return on equity 12m] [SI Shares Average Q1] [SI Shares Average Q5] Keep :[SI Price]>10 Keep :[SI Market Cap Q1]>1000 Keep :[SI Shares Average Q1]<0.95*[SI Shares Average Q5] Sort Descending [SI Return on equity 12m] ; Top :5 End Define {Silver_Parachute} Uses [SI Price] [SI Volume--Average Daily 10d] [SI Yield] [SI Price Change 26 week] Deblank [SI Price] [SI Volume--Average Daily 10d] [SI Yield] [SI Price Change 26 week] Keep :[SI Price]>5 Keep :[SI Volume--Average Daily 10d]>10 Keep :[SI Yield]>=10 Sort Descending [SI Price Change 26 week] ; Top :5 End Define {Small_Value} Uses [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI Return on equity 12m] [SI Price Change 52 week] [SI Inventory turnover 12m] [SI Ind Inventory turnover 12m] [SI Price/FCFPS] Deblank [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI Return on equity 12m] [SI Price Change 52 week] [SI Inventory turnover 12m] [SI Ind Inventory turnover 12m] [SI Price/FCFPS] Keep :[SI Price]>5 Keep :[SI Volume--Average Daily 10d]>50 Keep :AND([SI Market Cap Q1]>100,[SI Market Cap Q1]<1500) Keep :[SI Return on equity 12m]>0 Keep :[SI Price Change 52 week]>0 Keep :[SI Inventory turnover 12m]>2*[SI Ind Inventory turnover 12m] Keep :[SI Price/FCFPS]>0 Sort Ascending [SI Price/FCFPS] ; Top :5 End Define {Steady_Growth} Uses [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI EPS-Growth 12m] [SI EPS-Growth 3yr] [SI EPS-Growth 5yr] [SI PE] [SI LT Debt/equity Q1] Deblank [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI EPS-Growth 12m] [SI EPS-Growth 3yr] [SI EPS-Growth 5yr] [SI PE] [SI LT Debt/equity Q1] Keep :[SI Price]>10 Keep :[SI Market Cap Q1]>1000 Keep :[SI Volume--Average Daily 10d]>10 Keep :AND([SI EPS-Growth 12m]>15,[SI EPS-Growth 3yr]>[SI EPS-Growth 12m]-3,[SI EPS-Growth 3yr]<[SI EPS-Growth 12m]+3,[SI EPS-Growth 5yr]>[SI EPS-Growth 12m]-3,[SI EPS-Growth 5yr]<[SI EPS-Growth 12m]+3) Keep :[SI PE]>0 Sort Ascending [SI LT Debt/equity Q1] Ascending [SI PE] ; Top :5 End Define {Turnarounds} Uses [SI Price] [SI Volume--Average Daily 10d] [SI EPS 12m] [SI EPS Q1] [SI Price/Sales] [SI Price Change 4 week] Deblank [SI Price] [SI Volume--Average Daily 10d] [SI EPS 12m] [SI EPS Q1] [SI Price/Sales] [SI Price Change 4 week] Keep :[SI Price]>10 Keep :[SI Volume--Average Daily 10d]>10 Keep :[SI EPS 12m]<0 Keep :[SI EPS Q1]>0 Keep :[SI Price/Sales]<1.5 Sort Descending [SI Price Change 4 week] ; Top :5 End Define {Up5X3} ; Uses [SI Price] [SI Volume--Average Daily 10d] [SI EPS Est Q1] [SI EPS Est Q1-Last month] [SI EPS Est Q0-Revisions down] [SI EPS Est Q0-Revisions up] [SI Price/CFPS] [SI Price Change 26 week] [SI Volume--Average Monthly 3m] [SI Price Change 13 week] [SI Price Change 4 week] [SI Exchange] [SI Volume--Average Monthly 3m] [SI Market Cap Q1] ; Deblank [SI Price] [SI Volume--Average Daily 10d] [SI EPS Est Q1] [SI EPS Est Q1-Last month] [SI EPS Est Q0-Revisions down] [SI EPS Est Q0-Revisions up] [SI Price/CFPS] [SI Price Change 26 week] [SI Volume--Average Monthly 3m] [SI Price Change 13 week] [SI Price Change 4 week] [SI Exchange] [SI Volume--Average Monthly 3m] [SI Market Cap Q1] ; Keep :OR([SI Exchange]="N", [SI Exchange]="A", [SI Exchange]="M") Keep :[SI Price]>5 Keep :[SI Market Cap Q1]>100 Keep :[SI Volume--Average Daily 10d]>20 ; Keep :[SI EPS Est Q1]>0 Keep :[SI EPS Est Q1]>[SI EPS Est Q1-Last month]*1.05 Keep :[SI EPS Est Q0-Revisions up]>0 Keep :[SI EPS Est Q0-Revisions down]=0 Keep :[SI Price/CFPS]>0 Keep :[SI Price/CFPS]<25 ; Create [DV3] :[SI Price]*6*((3*[SI Volume--Average Monthly 3m])-(10*[SI Volume--Average Daily 10d]))/(100+[SI Price Change 13 week]) Sort Ascending [DV3] Top :15 ; Create [Volrat] :[SI Volume--Average Daily 10d]/[SI Volume--Average Monthly 3m] Sort Descending [Volrat] ; End Define {Up_5%} Uses [SI Price] [SI Volume--Average Daily 10d] [SI EPS Est Q1] [SI EPS Est Q1-Last month] [SI EPS Est Q0-Revisions down] [SI EPS Est Q0-Revisions up] [SI Price/CFPS] [SI Price Change 26 week] Deblank [SI Price] [SI Volume--Average Daily 10d] [SI EPS Est Q1] [SI EPS Est Q1-Last month] [SI EPS Est Q0-Revisions down] [SI EPS Est Q0-Revisions up] [SI Price/CFPS] [SI Price Change 26 week] Keep :[SI Price]>10 Keep :[SI Volume--Average Daily 10d]>20 Keep :[SI EPS Est Q1]>0 Keep :[SI EPS Est Q1-Last month]>0 Keep :[SI EPS Est Q1]>[SI EPS Est Q1-Last month]*1.05 Keep :[SI EPS Est Q0-Revisions up]>0 Keep :[SI EPS Est Q0-Revisions down]=0 Keep :[SI Price/CFPS]>0 Keep :[SI Price/CFPS]<20 Sort Descending [SI Price Change 26 week] ; Top :5 End Define {Value_at_the_Top} Uses [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI Industry] [SI Price--high 52 week] [SI PE] Deblank [SI Price] [SI Market Cap Q1] [SI Volume--Average Daily 10d] [SI Industry] [SI Price--high 52 week] [SI PE] Keep :[SI Price]>5 Keep :[SI Market Cap Q1]>100 Keep :[SI Price]*[SI Volume--Average Daily 10d]>500 Keep :[SI Industry]<>"0721-Misc.FinancialServices" Keep :[SI Price]>0.95*[SI Price--high 52 week] Keep :[SI PE]>0 Sort Ascending [SI PE] ; Top :5 End Define {VG-Horse} Uses [SI ADR/ADS Stock] [SI Exchange] [SI Sector] [SI EPS Q1] [SI EPS Q5] [SI Sales Q1] [SI Sales Q5] [SI Price/FCFPS] [SI Float] [SI Institutional Ownership %] [SI Market Cap Q1] [SI Price] [SI Price Change 26 week] [SI Volume--Average Daily 10d] [SI Volume--Average Monthly 3m] Deblank [SI ADR/ADS Stock] [SI Exchange] [SI Sector] [SI EPS Q1] [SI EPS Q5] [SI Sales Q1] [SI Sales Q5] [SI Price/FCFPS] [SI Float] [SI Institutional Ownership %] [SI Market Cap Q1] [SI Price] [SI Price Change 26 week] [SI Volume--Average Daily 10d] [SI Volume--Average Monthly 3m] Keep :[SI ADR/ADS Stock]="F" Keep :[SI Exchange]<>"O" Keep :[SI Sector]<>"07-Financial" Keep :[SI EPS Q1]>[SI EPS Q5] Keep :[SI Sales Q1]>[SI Sales Q5] Keep :[SI Price/FCFPS]<=20 Keep :[SI Float]<20 Keep :[SI Institutional Ownership %]<=70 Keep :[SI Market Cap Q1]>=100 Keep :[SI Price]>=8 Keep :[SI Price Change 26 week]>0 Keep :[SI Volume--Average Daily 10d]>=30 Create [VR] :21*[SI Volume--Average Daily 10d]/[SI Volume--Average Monthly 3m] Create [SORT] :([SI Price Change 26 week]/[SI Volume--Average Monthly 3m])*[VR] Sort Descending [SORT] End Define {VG-Zebra} Uses [SI Price] [SI EPS Q1] [SI EPS Q5] [SI Sales Q1] [SI Sales Q5] [SI Volume--Average Monthly 3m] [SI Price/Sales] [SI Price/CFPS] [SI Price/FCFPS] [SI Price Change 26 week] [SI Institutional Ownership %] [SI ADR/ADS Stock] [SI Exchange] [SI Sector] [SI Industry] [SI Relative Strength 4 week] [SI Price Change 4 week] [SI Price Change 13 week] [SI Volume--Average Daily 10d] [SI Float] [SI Market Cap Q1] Create [10DV] :[SI Volume--Average Daily 10d] Create [3MDV] :([SI Volume--Average Monthly 3m]/21) Create [26W] :[SI Price Change 26 week] Create [VR] :([10DV]-[3MDV])/[3MDV] Create [PIO] :[SI Institutional Ownership %]/100 Create [SORT] :([26W]/[3MDV])*[VR] Deblank [SI Price] [SI EPS Q1] [SI EPS Q5] [SI Sales Q1] [SI Sales Q5] [SI Volume--Average Monthly 3m] [SI Price/Sales] [SI Price/CFPS] [SI Price/FCFPS] [SI Price Change 26 week] [SI Institutional Ownership %] [SI ADR/ADS Stock] [SI Exchange] [SI Sector] [SI Industry] [SI Relative Strength 4 week] [SI Price Change 4 week] [SI Price Change 13 week] Keep :[SI Price]>=8 Keep :[10DV]>=30 Keep :[PIO]<=0.7 Keep :[SI Float]<20 Keep :[SI Market Cap Q1]>=100 Keep :[SI EPS Q1]>[SI EPS Q5] Keep :[SI Sales Q1]>[SI Sales Q5] Keep :[SI Price/Sales]<=3 Keep :[SI Price/Sales]>0 Keep :[SI Price/FCFPS]>0 Keep :[SI Price/FCFPS]<=20 Keep :[SI ADR/ADS Stock]="F" Keep :OR([SI Exchange]="A",[SI Exchange]="M",[SI Exchange]="N") Keep :AND([SI Sector]<>"07-Financial",[SI Industry]<>"0933-RealEstateOperations",[SI Industry]<>"1106-Airlines") Keep :[26W]>0 Keep :[SI Price Change 4 week]>0 Keep :[SI Price Change 13 week]>10 Sort Descending [SORT] End Define {WK_Voom} Uses [SI Price] [SI Volume--Average Daily 10d] [SI Market Cap Q1] [SI Price/FCFPS] [SI Price/CFPS] [SI Cash from operations 12m] [SI Cash from operations Q1] [SI Cash from operations Q5] [SI Cash flow/share 12m] [SI Cash flow/share Q1] [SI Free cash flow/share Q1] [SI Free cash flow/share Q5] [SI Price as % of 52 Week High] [SI ADR/ADS Stock] [SI Exchange] [SI Sector] [SI Price Change 26 week] [SI Price Change 13 week] [SI Volume--Average Monthly 3m] Deblank [SI Price] [SI Volume--Average Daily 10d] [SI Market Cap Q1] [SI Price/FCFPS] [SI Price/CFPS] [SI Cash from operations 12m] [SI Cash from operations Q1] [SI Cash from operations Q5] [SI Cash flow/share 12m] [SI Cash flow/share Q1] [SI Free cash flow/share Q1] [SI Free cash flow/share Q5] [SI Price as % of 52 Week High] [SI ADR/ADS Stock] [SI Exchange] [SI Sector] [SI Price Change 26 week] [SI Price Change 13 week] [SI Volume--Average Monthly 3m] ;Keep : ([SI Price]*[SI Volume--Average Daily 10d])>100 Keep :[SI Price]>5 Keep :[SI Volume--Average Daily 10d]>10 Keep :[SI Market Cap Q1]>75 Keep :[SI Price/FCFPS]>0 Keep :[SI Price/CFPS]>0 Keep :[SI Cash from operations 12m]>0 Keep :[SI Cash flow/share 12m]>0 Keep : [SI Free cash flow/share Q1]>[SI Free cash flow/share Q5] Keep :[SI Cash from operations Q1]>[SI Cash from operations Q5] Keep :[SI Cash flow/share Q1]>0 Create [P/CFPS(Q1)] : ([SI Price]/[SI Cash flow/share Q1]) Keep :([SI Price as % of 52 Week High]-[P/CFPS(Q1)])>60 Keep :[P/CFPS(Q1)]>0 Keep :[P/CFPS(Q1)]<25 Keep :[SI ADR/ADS Stock]="F" Keep :OR([SI Exchange]="M",[SI Exchange]="N",[SI Exchange]="A") Keep :AND([SI Sector]<>"07-Financial",[SI Industry]<>"0933-RealEstateOperations") Keep: [SI Price Change 13 week]>10 ;Create [Voom] :[SI Price Change 26 week]*[SI Volume--Average Daily 10d]/[SI Volume--Dollar Daily Avg 3m] Create [Voom] :[SI Price Change 26 week]*[SI Volume--Average Daily 10d]/([SI Volume--Average Monthly 3m]*[SI Price]) Sort Descending [Voom] ; Top :50 End ; ; Retieff`s Z26saTA screen (improved Voom version of Vzweig-26): see post# 186773, run# 70171, with price & volume filters added ; Define {Z26saTA} ; Uses [SI EPS Dil Cont-Growth from Q5 to Q1] [SI EPS Dil Cont-Growth from Q6 to Q2] [SI EPS Dil Cont-Growth from Q7 to Q3] [SI EPS Dil Cont-Growth from Q8 to Q4] [SI Sales-Growth from Q5 to Q1] [SI Sales-Growth from Q6 to Q2] [SI EPS-Diluted Continuing 12m] [SI EPS-Diluted Continuing Y1] [SI EPS-Diluted Continuing Y2] [SI EPS-Diluted Continuing Y3] [SI EPS Dil Cont-Growth 3yr] [SI Sales-Growth 3yr] [SI EPS Dil Cont-Growth from Q5 to Q1] [SI EPS DC-Growth from Q6-Q8 to Q2-Q4] [SI PE] [SI Relative Strength 26 week] [SI ADR/ADS Stock] [SI Industry] [SI Sector] [SI % Rank-Volume--Average Monthly 3m] [SI Price Change 26 week] [SI Price Change 13 week] [SI Volume--Average Daily 10d] [SI Volume--Average Monthly 3m] [SI Price] [SI EPS Q1] [SI EPS 12m] [SI EPS Y1] [SI EPS Y2] [SI Relative Strength 4 week] [SI Relative Strength 13 week] ; Set [Median PE] :MEDIAN([[SI PE]]) ; Deblank [SI EPS Dil Cont-Growth from Q5 to Q1] [SI EPS Dil Cont-Growth from Q6 to Q2] [SI EPS Dil Cont-Growth from Q7 to Q3] [SI EPS Dil Cont-Growth from Q8 to Q4] [SI Sales-Growth from Q5 to Q1] [SI Sales-Growth from Q6 to Q2] [SI EPS-Diluted Continuing 12m] [SI EPS-Diluted Continuing Y1] [SI EPS-Diluted Continuing Y2] [SI EPS-Diluted Continuing Y3] [SI EPS Dil Cont-Growth 3yr] [SI Sales-Growth 3yr] [SI EPS Dil Cont-Growth from Q5 to Q1] [SI PE] [SI Relative Strength 26 week] [SI ADR/ADS Stock] [SI Industry] [SI Sector] [SI % Rank-Volume--Average Monthly 3m] [SI Price Change 26 week] [SI Price Change 13 week] [SI Volume--Average Daily 10d] [SI Volume--Average Monthly 3m] [SI Price] [SI EPS Q1] [SI EPS 12m] [SI EPS Y1] [SI EPS Y2] [SI Relative Strength 4 week] [SI Relative Strength 13 week] ; Keep :[SI Price]>10 Keep :[SI Volume--Average Daily 10d]>10 Keep :[SI Market Cap Q1]>75 ; Keep :[SI EPS Dil Cont-Growth from Q5 to Q1]>0 Keep :[SI EPS Dil Cont-Growth from Q6 to Q2]>0 Keep :[SI EPS Dil Cont-Growth from Q7 to Q3]>0 Keep :[SI Sales-Growth from Q5 to Q1]>[SI Sales-Growth from Q6 to Q2] Keep :[SI EPS-Diluted Continuing Y1]>[SI EPS-Diluted Continuing Y2] Keep :[SI EPS Dil Cont-Growth 3yr]>=15 Keep :[SI Sales-Growth 3yr]>=15 Keep :OR([SI EPS Dil Cont-Growth from Q5 to Q1]>[SI EPS DC-Growth from Q6-Q8 to Q2-Q4],[SI EPS Dil Cont-Growth from Q5 to Q1]>=30) Keep :[SI EPS Dil Cont-Growth from Q5 to Q1]>=0.55*[SI EPS Dil Cont-Growth 3yr] Keep :[SI PE]>5 Keep :[SI PE]<1.4*[Median PE] Keep :[SI ADR/ADS Stock]="F" Keep :[SI Sector]<>"07-Financial" Keep :AND([SI Industry]<>"0721-Misc.FinancialServices",[SI Industry]<>"0933-RealEstateOperations") Keep :[SI % Rank-Volume--Average Monthly 3m]>=25 ; Keep :OR([SI Price Change 13 week]>0.4*[SI Price Change 26 week],AND([SI Relative Strength 4 week]>12.5,[SI Relative Strength 13 week]>20)) ; Keep :[SI EPS Y1]>0 ; Create [Voom] :[SI Price Change 26 week]*[SI Volume--Average Daily 10d]/([SI Volume--Average Monthly 3m]*[SI Price]) Sort Descending [Voom] End Define {Zweig-26} Uses [SI EPS Dil Cont-Growth from Q5 to Q1] [SI EPS Dil Cont-Growth from Q6 to Q2] [SI EPS Dil Cont-Growth from Q7 to Q3] [SI EPS Dil Cont-Growth from Q8 to Q4] [SI Sales-Growth from Q5 to Q1] [SI Sales-Growth from Q6 to Q2] [SI EPS-Diluted Continuing 12m] [SI EPS-Diluted Continuing Y1] [SI EPS-Diluted Continuing Y2] [SI EPS-Diluted Continuing Y3] [SI EPS Dil Cont-Growth 3yr] [SI Sales-Growth 3yr] [SI EPS Dil Cont-Growth from Q5 to Q1] [SI EPS DC-Growth from Q6-Q8 to Q2-Q4] [SI PE] [SI Relative Strength 26 week] [SI ADR/ADS Stock] [SI Industry] [SI % Rank-Volume--Average Monthly 3m] [SI Price Change 26 week] Keep : [SI EPS 12m] >= 0 Set [Median PE] :MEDIAN([[SI PE]]) Deblank [SI EPS Dil Cont-Growth from Q5 to Q1] [SI EPS Dil Cont-Growth from Q6 to Q2] [SI EPS Dil Cont-Growth from Q7 to Q3] [SI EPS Dil Cont-Growth from Q8 to Q4] [SI Sales-Growth from Q5 to Q1] [SI Sales-Growth from Q6 to Q2] [SI EPS-Diluted Continuing 12m] [SI EPS-Diluted Continuing Y1] [SI EPS-Diluted Continuing Y2] [SI EPS-Diluted Continuing Y3] [SI EPS Dil Cont-Growth 3yr] [SI Sales-Growth 3yr] [SI EPS Dil Cont-Growth from Q5 to Q1] [SI PE] [SI Relative Strength 26 week] [SI ADR/ADS Stock] [SI Industry] [SI % Rank-Volume--Average Monthly 3m] [SI Price Change 26 week] Keep :[SI EPS Dil Cont-Growth from Q5 to Q1]>0 Keep :[SI EPS Dil Cont-Growth from Q6 to Q2]>0 Keep :[SI EPS Dil Cont-Growth from Q7 to Q3]>0 Keep :[SI EPS Dil Cont-Growth from Q8 to Q4]>0 Keep :[SI Sales-Growth from Q5 to Q1]>0 Keep :[SI Sales-Growth from Q5 to Q1]>[SI Sales-Growth from Q6 to Q2] Keep :[SI EPS-Diluted Continuing 12m]>=[SI EPS-Diluted Continuing Y1] Keep :[SI EPS-Diluted Continuing Y1]>[SI EPS-Diluted Continuing Y2] Keep :[SI EPS-Diluted Continuing Y2]>[SI EPS-Diluted Continuing Y3] Keep :[SI EPS Dil Cont-Growth 3yr]>=15 Keep :[SI Sales-Growth 3yr]>=15 Keep :OR([SI EPS Dil Cont-Growth from Q5 to Q1]>[SI EPS DC-Growth from Q6-Q8 to Q2-Q4],[SI EPS Dil Cont-Growth from Q5 to Q1]>=30) Keep :[SI EPS Dil Cont-Growth from Q5 to Q1]>=[SI EPS Dil Cont-Growth 3yr] Keep :[SI PE]>5 Keep :[SI PE]<1.5*[Median PE] Keep :[SI Relative Strength 26 week]>0 Keep :[SI ADR/ADS Stock]="F" Keep :AND([SI Industry]<>"0721-Misc.FinancialServices",[SI Industry]<>"0933-RealEstateOperations") Keep :[SI % Rank-Volume--Average Monthly 3m]>=25 Sort Descending [SI Price Change 26 week] ; Top :5 End ; Short screens Define {Current_Ratio_s} Uses [SI Current ratio Q1] [SI Current assets Q5] [SI Current liabilities Q5] [SI Price] [SI Price Change 52 week] Deblank [SI Current ratio Q1] [SI Current assets Q5] [SI Current liabilities Q5] [SI Price] [SI Price Change 52 week] Keep :[SI Price]>=6 Keep :[SI Volume--Average Daily 10d]>10 Keep :[SI Current assets Q5]<>0 Keep :[SI Current liabilities Q5]<>0 Create [CurRatioChange] :[SI Current ratio Q1]/([SI Current assets Q5]/[SI Current liabilities Q5]) ;Keep :[CurRatioChange]<1 Sort Ascending [SI Price Change 52 week] Top :100 PlusTies Sort Ascending [CurRatioChange] ; Top :5 End Define {Dilution_s} Uses [SI Price] [SI Volume--Average Daily 10d] [SI Shares Average Q1] [SI Shares Average Q5] [SI Price Change 26 week] Deblank [SI Price] [SI Volume--Average Daily 10d] [SI Shares Average Q1] [SI Shares Average Q5] [SI Price Change 26 week] Keep :[SI Price]>5 Keep :[SI Volume--Average Daily 10d]>10 Keep :[SI Shares Average Q1]>3*[SI Shares Average Q5] Sort Ascending [SI Price Change 26 week] ; Top :5 End Define {Negative_FCF_s} Uses [SI Optionable] [SI Price] [SI Price Change 52 week] [SI Price Change 4 week] [SI Free cash flow/share 12m] Deblank [SI Optionable] [SI Price] [SI Price Change 52 week] Keep :[SI Optionable]="T" Keep :[SI Price]>=6 Sort Ascending [SI Price Change 52 week] Top :200 PlusTies Deblank [SI Price Change 4 week] Create [Abs4wkChg] :ABS([SI Price Change 4 week]) Sort Ascending [Abs4wkChg] Top :50 PlusTies Deblank [SI Free cash flow/share 12m] Sort Ascending [SI Free cash flow/share 12m] ; Top :5 End Define {The_Mirror_s} Uses [SI Price] [SI Volume--Average Daily 10d] [SI Price Change 52 week] [SI Industry] [SI Price--low 52 week] [SI Return on equity 12m] Deblank [SI Price] [SI Volume--Average Daily 10d] [SI Price Change 52 week] [SI Industry] [SI Price--low 52 week] [SI Return on equity 12m] Keep :[SI Price]>5 Keep :[SI Volume--Average Daily 10d]>10 Keep :[SI Price Change 52 week]>-999 Keep :AND([SI Industry]<>"0721-Misc.FinancialServices",[SI Industry]<>"0933-RealEstateOperations") Keep :[SI Price]<1.05*[SI Price--low 52 week] Sort Ascending [SI Return on equity 12m] ; Top :5 End |