REIT Screener

This screen published as: thomasj.sullivan

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Screen Description

GRP: Symbol List (show/hide)

DEFINE _UV1 = [Rtn-2mo] * 0.38 + [Rtn-1mo] * 1.40 + [Rtn-5d] * 0.13 + [Rtn-1d] * 0.21
WHERE [Price] < [SMA-200] *1.2575
WHERE [Price] < [SMA-50]*1.251
WHERE [Price] > [SMA-20] * 0.995
WHERE [RRS-126] > -16.8
WHERE [RRS-21] > -30
WHERE [RRS-63] > -7
WHERE [RSI-14] < 77
WHERE [Rtn-10d] > 0.01
SORT desc [_UV1]
MTR: SPY : [RSI-14] < 73 and ([PRICE]/[SMA-50]) < 1.12 and ([PRICE]/[SMA-200]) < 1.20

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Screen Name: thomasj.sullivan

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Screen Definition

Start with which funds?
Could be All Funds, a Predefined Group, or a Personal Portfolio.

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Inverse and/or Leveraged funds

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*** Hints: ***
Enclose field names in square brackets.
Like: [EMA-5] > [EMA-200]

Can do simple math.
Like: [Price] > [SMA-200] * 1.05

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Field	Logic	Value

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Close as of Thursday, Apr 17

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Hold Thru Rank

Hold Thru Rank sets a screen rank greater than the number of positions, through which a position will be held in a backtest. This is opposed to the standard procedure which is to only hold the top x funds on the screen. As an example, specifying 3 positions with a Hold Thru Rank of 6 would purchase the top 3, sell when a position drops below #6, and replace it with the top screen position not already held. This reduces screen turnover.

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"Cash Investment" can be set to the symbol of any supported security and otherwise idle cash will be invested in this symbol when there are no other screen selections.

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Define a rule that will be evaluated relative to the specified symbol each period. The rule must equate to TRUE for trades to take place.

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Minimum Acceptable Return

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This Minimum Acceptable Return will force a screen position to cash when the rule equates to FALSE. Note this rule is applied after all filters and sort rules have been applied and will have the affect of reducing the number of holdings and will increase cash. It is generally used to set a minimum acceptable historical performance, like [Rtn-3mo] > VALUE([Rtn-3mo], TLT), which sets a minimum level for the 3-month return to the respective return of TLT. For more specifics and options see the user's guide.

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Market	Sym	RSf	Chg
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Asia x/Jap	AAXJ	57.8	+0.9 %
Latin Amer	ILF	55.8	+2.2 %
20 yr Bonds	TLT	54.3	-0.9 %
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Nasdaq	QQQ	23.6	-0.0 %
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as of close, Thu, Apr 17