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Filter Exchange · Permanent Portfolio
olathegolf
msg #156618
4/15/2021 9:52:07 PM

Here's one from Kiplinger:
Article: The 15 Best Recession-Resistant Stocks to Buy
https://www.kiplinger.com/slideshow/investing/t018-s001-the-15-best-recession-resistant-stocks-to-buy/index.html

I equal weighted using Portfolio Visualizer
Rebalanced monthly although CAGR based on rebalancing quarterly, semi-annually, and yearly were not that different.

Results:
Period: 2009-2021
Initial Balance: $10,000
Final Balance: $71,920
CAGR: 17.35%
Stdev: 10.53%
Best Year: 29.38%
Worst Year: 3.16%
Max. Drawdown: -14.05%
Sharpe Ratio: 1.53
Sortino Ratio: 3.06
US Mkt Correlation: 0.72

https://www.portfoliovisualizer.com/test-market-timing-model?s=y&coreSatellite=false&timingModel=6&timePeriod=4&startYear=1985&firstMonth=1&endYear=2021&lastMonth=12&calendarAligned=true&includeYTD=true&initialAmount=100000&periodicAdjustment=0&adjustmentAmount=0&inflationAdjusted=true&adjustmentPercentage=0.0&adjustmentFrequency=4&symbols=WMT+DLTR+ROST+MCD+K+ROL+HRB+AZO+BF.B+BMY+MKC+HRL+V+CHD+IAU&singleAbsoluteMomentum=false&volatilityTarget=9.0&downsideVolatility=false&outOfMarketStartMonth=5&outOfMarketEndMonth=10&outOfMarketAssetType=2&outOfMarketAsset=VUSTX&movingAverageSignal=1&movingAverageType=1&multipleTimingPeriods=true&periodWeighting=2&windowSize=1&windowSizeInDays=105&movingAverageType2=1&windowSize2=10&windowSizeInDays2=105&excludePreviousMonth=false&normalizeReturns=false&volatilityWindowSize=0&volatilityWindowSizeInDays=0&assetsToHold=3&allocationWeights=1&riskControlType=0&riskWindowSize=10&riskWindowSizeInDays=0&rebalancePeriod=1&separateSignalAsset=false&tradeExecution=0&comparedAllocation=0&benchmark=-1&benchmarkSymbol=SPY&timingPeriods%5B0%5D=1&timingUnits%5B0%5D=2&timingWeights%5B0%5D=33&timingPeriods%5B1%5D=3&timingUnits%5B1%5D=2&timingWeights%5B1%5D=33&timingPeriods%5B2%5D=6&timingUnits%5B2%5D=2&timingWeights%5B2%5D=34&timingUnits%5B3%5D=2&timingWeights%5B3%5D=0&timingUnits%5B4%5D=2&timingWeights%5B4%5D=0&volatilityPeriodUnit=2&volatilityPeriodWeight=0

Filter Exchange · Permanent Portfolio
olathegolf
msg #156431
4/7/2021 8:20:44 PM

I use https://www.trendlineprofits.com.

They offer four strategies similar to the ones discussed here. Costs about 15 bucks a month. First 2 months free. Testing and performance info is generated by ETFreplay which is similar to portfoliovisualizer. Signals are provided the last trading day of the month and executed on the first trading day of the following month.

You can combine strategies with excellent drawdown and CAGR results.

Something to check out.


Filter Exchange · Why don't these filters work!?
olathegolf
msg #156422
4/7/2021 12:16:57 AM

It appears that item 1 criteria is not met: price is near weekly EMA (9)

General Discussion · New List of Indices Supported
olathegolf
msg #155938
2/24/2021 1:16:01 PM

I noticed a few of my filters using volatility indices no longer worked as written.

I reached out to SF and it appears that volatility indices are no longer supported as of 2021.

Here's a current list.

https://www.stockfetcher.com/help/What-indices-are-available/100229

General Discussion · Rookie here
olathegolf
msg #155916
2/21/2021 11:39:09 PM

I agree with nibor, you will learn fastest if you give coding a try yourself using the many SF examples and other filters posted by members. If you hit a wall, post your code and there are many here that will assist. .
That said, here's one interpretation.

Fetcher[
/*Filtering*/
close above 1
average volume(30) above 200000
/*trading above 180 SMA*/
close above ma(180)
/*Has a candle that closed above the MA 9 3-4 days ago */
/*Assume you're looking for crossover at 3-4 days. If not, remove "crossed"*/
set{close1,count(close 3 days ago crossed above ma(9) 3 days ago,1)}
set{close2,count(close 4 days ago crossed above ma(9) 4 days ago,1)}
/*addition acts as an OR function*/
set{close3,close1+close2}
close3 above 0
/*MACD Crossover*/
set{macd_xover,count(MACD Fast Line(12,26,9) crossed above MACD Slow Line(12,26,9),1)}
macd_xover equals 1
/*ouput*/
draw ma(9)
draw close3
draw macd_xover
draw macd(12,26,9)
]



Filter Exchange · This might be impossible
olathegolf
msg #155641
2/8/2021 6:06:14 PM

GNPX new closing highs the last 6 days. Congrats kossvet.

Filter Exchange · scans for displaced averages such as sma(20,-14) crossing another SMA?
olathegolf
msg #153423
8/4/2020 9:29:59 PM

Fetcher[
average volume(30) 14 days ago above 200000
close 14 days ago above 2
set{long,count(ma(20) crossed above ma(50),1)}
long 14 days ago above 0
draw ma(20)
draw ma(50)
draw long
]



General Discussion · How to draw VOLUME Benchmarks on the volume plot?
olathegolf
msg #153132
7/15/2020 10:33:26 PM

Not sure if this helps:

Fetcher[
symlist(spy)
set{vol,average volume(15)}
set{vol1751da,average volume(15) 1 day ago * 1.75}
set{vol1801da,average volume(15) 1 day ago * 1.80}
draw vol1751da on plot vol
draw vol1801da on plot vol
]



General Discussion · "once over past 30 days?"
olathegolf
msg #152994
7/6/2020 11:48:57 PM

Fetcher[
volume(30) above 200000
price above 0.5
/*open to close gain*/
set{gain,close/open}
set{10%gain,count(gain above 1.1,30)}
10%gain above 0
add column 10%gain
sort column 5 descending
]



Filter Exchange · Need help scanning for prior 4 week range
olathegolf
msg #152424
6/3/2020 11:38:17 AM

Added High 4-week High Filter
Plotted 4 week highs and lows - 1 day ago for clarity on charts

Fetcher[
Average volume(30) above 200000
Price above 1

/*Low 4 Week Low Filter*/
set{4wklo_1dago,low 4 week low 1 day ago}
set{x,count(low crossed below 4wklo_1dago,1)}
set{y,count(close below 4wklo_1dago,1)}
set{z,x+y}
draw 4wklo_1dago on plot price
add column separator
add column 4wkl_1dago {4 week low}
add column x {cross below 4 week low}
add column y {close below 4 week low}
add column z {cross and close below 4 week low}
add column separator

/*High 4 Week High Filter*/
set{4wkhi_1dago,high 4 week high 1 day ago}
set{p,count(high crossed above 4wkhi_1dago,1)}
set{d,count(close above 4wkhi_1dago,1)}
set{q,p+d}
draw 4wkhi_1dago on plot price
add column 4wkhi_1dago {4 week high}
add column p {cross above 4 week high}
add column d {close above 4 week high}
add column q {cross and close above 4 week high}
set{tot,z+q}
tot above 0
sort column 8 descending
]



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