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eric-
i currently do monthly what you are tryin to do
quarterly. i do an exploration on my folder of
securities where a relative strength formula is in one
column.
once the exploration is complete, you can look at the
report and, by clicking the column heading, you can
sort by relative strength and buy the top ten.
backtesting such a system, however, is a bit of a
nightmare.
i use strength relative to the s&p 500 (which is in
the folder) and use "c/s&p500" (my own measure of RS,
i guess) at different measuring dates to time-weight
performance over different time periods, more recent
time periods being weighted relatively more.
a tip if you're interested: i find diversification
difficult with this system as most high RS ETFs are
highly correlated and therefore subjects the system to
extreme drawdown - max 30%. good luck to you!
if you want or need more specifics, i'm glad to help -
chris.butler@xxxxxxxxxxxxxxxxxxx
--- erc90 <erc90@xxxxxxxxx> wrote:
> Gentlemen,
> I'm trying to replicate Rober Colby's relative
> strength system;
> however, I cannot get the system tester to do what I
> want. All of my
> work heretofore has been in Excel-which is very
> tedious.
>
> Does anyone know how to make the system tester scan
> for the top ten
> stocks from a list 227. For instance, I've created
> a folder in the
> downloader with all 227 ETFs, and each quarter I
> wish to buy the top
> ten with the highest relative strength value. I
> hope to reallocate my
> portfolio each quarter with the top ten.
>
> I can do it by hand in Excel, but I would like to do
> it with the
> system tester. Any suggestions?
>
> Eric
>
>
"The gods, too, are fond of a joke." - Aristotle, 582 B.C.
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