Setups2 min read
The gap-down filter earned its keep
The single cheapest line in the screen is the one that throws out overnight gaps. Last week it excluded four names and every one of them kept going.
Tag
#screens
3 posts tagged screens.
Three names two sigma below, one worth a look
The screen returned three candidates this morning. Two fail the anchor test on sight. Here is the reasoning on all three, including the ones I'm skipping.
Method4 min read
Building a z-score screen that isn't just a bad-news detector
A naive oversold screen returns the week's worst headlines. Four filters turn it into a list of stretched prices — with the code and the reasoning for each.