Examples

Command Examples Last Modified: 6:21:56 PM 12/14/2008 GMT+10:00

Due to the ability to fine-tune field file lag and technical measurements, there is no 1-to-1 mapping between official RadiScript screen definitions and backtest commands. However, in these examples I have attempted to translate screen definitions into backtest commands in such a way that the backtests simulate as closely as possible what I believe is typically practiced among users of the screen rankings posted on the Mechanical Investing message board.

Backtest command arguments are listed on separate lines for readability and compatability with Michael Jacks' entry form.

Full-Market Screens
Buffet&Friends
Momentum_emintz
Momentum_emintz-Sigma

Value Line Screens
3PT_SCV_pst
AssRS13
AssRS26
BETA
BLITZ
CAPLOWEG
CAPRS
CDPD
EG5_AT
EG5_PEG
EG5PE
EGPLOW_PE_E
EGPLOW_PE
EGPR_PE
EGRSW
EG
ERS13
ERS26
FOG_MI
Fundamentals
GAR4
GAR_EG5
GARPEG
H52EarnPS
H52EgPS
HBSP
HIGHCASHFLOW
HIGH_CASH
HIPRICE
HIYIELD
IN_RS26
KEY100
LLTD
LOWPB
LowPEsafe
LOWPE
LOWPE_ZLTDA
LOWPE_ZLTD
LPCF
LPE_YLD
LPSAD
LPSB
PEBsize
PEG13
PEGFF
PEG-Minimalist
PEG-NT
PEGRSW
PEG
PIH4
PIH_CSO_safe
PIH_CSO_simple
PIH_MCP
PST_5-10
R13_EG2
R13_EG_E
R13_EG
REIT
REV
RRS189-2S252
RS13WKT12
RS13WK
RS1WK
RS2020
RS26WKT12
RS26WK
RS4WKT12
RS4WK
RS52WKT12
RS52WK
RSCAP
RSEG-rgonsal
RSEP
RSPEG1
RSPEG2
RSWEPS
RSW
SAFETY_BOUNCE
SAFETY_HICCUP
Screamers (VL)
SLS_RS13
SLS_RS26
SmoothAndCheap
TA_A
TK1_R52
TK2_R52
TPEG13
TREPPE_E
TREPPE
TTI
Value_EG
YEY60
YIELD4
YldDiv
YldEarnYear2
YldEarnYear
YldEPS
YldYear
ZLTDA
ZLTD

Stock Investor Pro Screens
3pt_Relative_Value
78RPM
Advanced
BI
FCF-26
Fried_500
Gentle_Screamers
GS_Mungo
GS_Mungo_Voom
GS_PCF
GSX2
GSX
High_Relative_Value
Incoming_Cash
Low_Mult
LowPS+
LowPSvol
Melange
POI
P/S_I_Love_You
Quality_Earnings
RS-100
Shrinkage
Silver_Parachute
Small_Value
Steady_Growth
Turnarounds
Value_at_the_Top
WK_Voom
Z26saTA
Zweig-26

3pt_Relative_Value: Backtest Command

field0=dspo field1=av63.a:1 field2=aprc:1 field3=ph253.g:1 field4=incd.s field5=incd.f field6=pref:field4,field5 Industry:field6 field7=epscon12q1d.s field8=epspx12q1d.c field9=sprc:0,1 field10=ratio:field9,field7 field11=cprc:0,1 field12=ratio:field11,field8 field13=pref:field10,field12 PE:field13 field14=if:field13gt0,field6,0 field15=tpcut:field13,field14,step1,50 IndPE:field15 field16=linear:.9,field15,-1,field13 field17=cfps12q1d.s field18=cfps12q1d.c field19=ratio:field9,field17 field20=ratio:field11,field18 field21=pref:field19,field20 PCF:field21 field22=if:field21gt0,field6,0 field23=tpcut:field21,field22,step1,50 IndPCF:field23 field24=linear:.9,field23,-1,field21 field25=csoq1d.s field26=sales12q1d.s field27=cshoq1d.c field28=sale12q1d.c field29=product:field9,field25 field30=ratio:field29,field26 field31=product:field11,field27 field32=ratio:field31,field28 field33=pref:field30,field32 PS:field33 field34=if:field33gt0,field6,0 field35=tpcut:field33,field34,step1,50 IndPS:field35 field36=linear:.9,field35,-1,field33 field37=av10.a:1 field38=ratio:field37,field1 VolRatio:field38 field39=av10.a field40=product:field2,field39 step0=field6gt0 step1=field0gt63 step2=field1tp75 step3=field2gt5 step4=field40gt100000 step5=field0gt253 step6=field3gt0.9 step7=field13gt0 step8=field21gt0 step9=field33gt0 step10=field16gt0 step11=field24gt0 step12=field36gt0 step13=field38tn20Jamie Gritton's Form Entry

Notes
3PT_SCV_pst: Screen Builder URL
Backtest Command

field0=vprc:0,2 field1=sls.v field2=cfl.v field3=tim.v field4=ph253.g:2 field5=pst.v field6=cso.v field7=product:field0,field6 field8=ces.v field9=ratio:field0,field8 field10=ratio:field7,field1 field11=ratio:field7,field2 field12=product:field9,field10,field11 step0=field3am3 step1=field7gt0 step2=field7bp50 step3=field9gt4 step4=field1gt0 step5=field2gt0 step6=field4gt0.89 step7=field5al50 step8=field12bn10Jamie Gritton's Form Entry

Notes

1. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. See Screamers Notes (2) for comments on the use of ph253.g.

3. See Screamers Notes (1) for explanation of the lag used in ph253.g.

4. Note that the raw data in [VL Cash Flow], as used by the Screen Builder, is frought with irregularities, whereas the data in cfl.v has been regularized. Thus comparisons between backtest.exe and the Screen Builder for this screen are not valid.
78RPM: Backtest Command

field0=aprc:1 field1=av10.a:1 field2=dspo field3=trp:1,126 field4=cfps12q1d.s field5=cfps12q1d.c field6=sprc:0,1 field7=ratio:field6,field4 field8=cprc:0,1 field9=ratio:field8,field5 field10=pref:field7,field9 PCF:field10 field11=ph253.g:1 field12=linear:100,field11,-1,field10,-78,1 step0=field0gt10 step1=field1gt10000 step2=field10gt0 step3=field2gt253 step4=field12gt0 step5=field3tn20Jamie Gritton's Form Entry

Notes
Advanced: Backtest Command

field0=av10.a:1 field1=aprc:1 field2=av21.a:1 field3=dspo field4=ph253.g:1 field5=csoq1d.s field6=cshoq1d.c field7=sprc:0,1 field8=product:field7,field5 field9=cprc:0,1 field10=product:field9,field6 field11=pref:field8,field10 MktCap:field11 field12=tco12q1d.s field13=tco12q1d.c field14=pref:field12,field13 CashOps:field14 field15=av63.a:1 field16=trp:1,253 field17=product:field16,field0 field18=product:field1,field15 field19=ratio:field17,field18 Voom52:field19 field20=epsq1.s field21=epspiq1d.c field22=pref:field20,field21 field23=product:field1,field0 field24=ratio:field0,field2 field25=if:field24gt3.36,1,0 field26=linear:3.9,field14,-1,field11 field27=if:field26gt0,1,0 field28=linear:1,field25,1,field27 step0=field22gt0 step1=field23gt500000 step2=field0al50000 step3=field11gt50 step4=field1gt5 step5=field2gt0 step6=field3gt253 step7=field4al0.9 step8=field28al1 step9=field19tn20Jamie Gritton's Form Entry

Notes
AssRS13: Screen Builder URL

Backtest Command

field0=tim.v field1=tca.v field2=trp:2,63 step0=field0et1 step1=field1tn15 step2=field2tn10
Jamie Gritton's Form Entry

Notes

1. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,63, the GTR1 equivalent of [VL Total Return 13-Weeks].
AssRS26: Screen Builder URL
Backtest Command

field0=tim.v field1=tca.v field2=trp:2,126 step0=field0et1 step1=field1tn15 step2=field2tn10Jamie Gritton's Form Entry

Notes

1. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,126, the GTR1 equivalent of [VL Total Return 26-Weeks].
BETA: Screen Builder URL
Backtest Command

field0=tim.v field1=dspo field2=beta:2,159,5 step0=field0et1 step1=field1al797 step2=field2tn10Jamie Gritton's Form Entry

Notes

1. A lag of two market days is used for beta in order to imitate the lag present in most price-related Value Line fields for investors who trade at the close of Monday.

2. Stocks with fewer than 797 market days of actual pricing history are filtered out using the field function dspo at step1, thereby ensuring that only stocks with meaningful beta values are allowed at step2.

3. The field function beta is used instead of the Value Line field [Beta] in order to allow backtests from 1974. However, Value Line's [Beta] field differs from the field function beta in that the NYSE Composite Index is used instead of the S&P 500 Index, weekly returns are used instead of 5-day returns, and measurements are made over five years instead of just of three years (159 * 5 = 795 market days). See beta's glossary entry for details on how it is calculated from GTR1 data.
BI: Backtest Command

field0=styp.a field1=incd.f field2=av10.a:1 field3=aprc:1 field4=dspo field5=ph253.g:1 field6=incd.s field7=pref:field6,field1 Industry:field7 field8=fcfps12q1d.s field9=fcfps12q1d.c field10=sprc:0,1 field11=ratio:field10,field8 field12=cprc:0,1 field13=ratio:field12,field9 field14=pref:field11,field13 PFCF:field14 field15=epscon12q1d.s field16=epspx12q1d.c field17=ratio:field10,field15 field18=ratio:field12,field16 field19=pref:field17,field18 PE:field19 field20=eps12q1d.s field21=epspi12q1d.c field22=pref:field20,field21 EPS12m:field22 field23=csoq1d.s field24=cshoq1d.c field25=product:field10,field23 field26=product:field12,field24 field27=pref:field25,field26 MktCap:field27 field28=fcfps12gq5q1d.s field29=fcfps12gq5q1d.c field30=pref:field28,field29 FCFPSGr:field30 field31=sales12q1d.s field32=sale12q1d.c field33=ratio:field27,field31 field34=ratio:field27,field32 field35=pref:field33,field34 PS:field35 field36=av63.a:1 field37=product:field3,field36 field38=ratio:field2,field37 VolRatiodd:field38 field39=ratio:field2,field36 field40=if:field19gt0,field7,0 field41=pcntl:field19,field40,step1 field42=if:field14gt0,field7,0 field43=pcntl:field14,field42,step1 field44=if:field30ne-999999,1,0 field45=pcntl:field30,field44,step0 step0=field7gt0 step1=field0ne30!31!32!33!34!35!38 step2=field1ne45!46!47!48 step3=field2gt65000 step4=field39gt1 step5=field14gt0 step6=field19gt6 step7=field41lt50 step8=field43lt50 step9=field3gt5 step10=field22gt0 step11=field27gt39 step12=field4gt253 step13=field5gt.9 step14=field30ne-999999 step15=field45gt30 step16=field35gt0 step17=field35lt9 step18=field38tn20Jamie Gritton's Form Entry

Notes
BLITZ: Screen Builder URL
Backtest Command

field0=tim.v field1=trp:2,126 field2=cso.v field3=vprc:0,2 field4=product:field2,field3 step0=field4tn100 step1=field0am2 step2=field1tn10Jamie Gritton's Form Entry

Notes

1. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,126, the GTR1 equivalent of [VL Total Return 26-Weeks].
Buffet&Friends: Backtest Command

field0=aprc step0=field0tn10Jamie Gritton's Form Entry

Notes

1. This screen picks the 10 securities with the highest actual price on each trading date. It will thus pick both A and B shares of Berkshire Hathaway for the entire length of the backtest.
CAPLOWEG: Screen Builder URL
Backtest Command

field0=tim.v field1=vprc:0,2 field2=eg5.v field3=rce.v field4=dspo field5=beta:2,159,5 field6=tch.v field7=trp:2,63 field8=ces.v field9=ratio:field1,field8 field10=cso.v field11=product:field1,field10 field12=linear:1,field2,1,field3 field13=product:field9,field0 field14=ratio:field12,field13 step0=field0am5 step1=field11tn500 step2=field4al797 step3=field5al1 step4=field6am2 step5=field7tn50 step6=field9gt0 step7=field9lt100 step8=field2ne0 step9=field3al-300 step10=field14tn10Jamie Gritton's Form Entry

Notes

1. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,63, the GTR1 equivalent of [VL Total Return 13-Weeks].

3. See BETA Notes (2) for an explanation of step2.

4. See BETA Notes (3) for comments on use of the field function beta.

5. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, two extra steps are necessary (step8 and step9) to filter out investments with default values. This is accomplished by requiring eg5.v to not equal its default value of 0 and by requiring rce.v to be at least -300, its minimum numerical value (its default value is -HUGEVAL).

6. The official version of CAPLOWEG does not take any steps to correct for irregularities in the field [% Retained to Common Equity] (see the glossary entry for rce.v for details) in backtests. A regularized Screen Builder backtest of CAPLOWEG can be found here. Note, however, that this is a different regularization than the one used in building rce.v.
CAPRS: Screen Builder URL
Backtest Command

field0=tim.v field1=mcpp.a:2 field2=trp:12,253 step0=field0et1 step1=field1tn55 step2=field2tn10Jamie Gritton's Form Entry

Notes

1. As noted in its glossary entry, mcpp.a is based on sho.a (actual shares outstanding), which can lead to understated market capitalizations for companies with multiple securities. However, instead of building market capitalization out of vprc and cso.v, which would more accurately reproduce [VL Market Capitalization] values, mcpp.a has been used anyway in order to allow backtests of CAPRS from 1974.

2. mcpp.a has been lagged by two market days in order to mimic the lag between Value Line's calculation of market capitalization and when the typical investor would likely trade in relation to that calculation.

3. trp:12,253, the GTR1 equivalent of Value Line's [Total Return 1-Year], contains a lag of 12 market days in order to mimic the average lag between Value Line's monthly calculation of [VL Total Return 1-Year] and when the typical investor would likely trade in relation to that calculation (an average of 10 market days between calculation and publication plus a couple extra market days between publication and trading).
CDPD: Screen Builder URL
Backtest Command

field0=tim.v field1=cdv.v field2=pdg.v step0=field0am6 step1=field1tn100 step2=field2tn10Jamie Gritton's Form Entry

Notes

1. step0 requires field0, [VL Timeliness Rank], to be at most 6, which is the standard way of restricting a backtest to the Value Line universe. See YieldEarnYear Notes (1) for an explanation of why it is included in spite of its being made redundant by step1.
EG5_AT: Screen Builder URL
Backtest Command

field0=eg5.v field1=elqw.v field2=peg.v field3=tim.v field4=ces.v field5=vprc:0,2 field6=ratio:field5,field4 field7=trp:2,63 field8=trp:2,126 field9=linear:1,field7,1,field8 field10=linear:1,field1,1,field2,1,field0 field11=ratio:field10,field6 step0=field3am5 step1=field0gt0 step2=field9tn40 step3=field6gt0 step4=field6lt100 step5=field1ne0 step6=field1am300 step7=field2ne0 step8=field11tn10Jamie Gritton's Form Entry

Notes

1. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,63 and trp:2,126, the GTR1 equivalents of [VL Total Return 13-Weeks] and [VL Total Return 26-Weeks], respectively.

3. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, two extra steps are necessary (step5 and step7) to filter out investments with default values (0 in both cases).

4. The field elqw.v, [VL % EPS Chg vs Yr Ago (Regularized)], is limited to a value of 300 at step6 in order to make it consistent with the way Value Line currently caps [% EPS Chg from Last Qtr] at 300%.

5. The official version of EG5_AT does not take any steps to correct for irregularities in the field [% EPS Chg from Last Qtr] in backtests. A regularized Screen Builder backtest of EG5_AT can be found here.
EG5_PEG: Screen Builder URL
Backtest Command

field0=eg5.v field1=peg.v field2=tim.v field3=tch.v field4=trp:2,63 field5=trp:2,20 field6=ces.v field7=vprc:0,2 field8=ratio:field7,field6 field9=linear:1,field1,1,field0 field10=ratio:field9,field8 step0=field2am2 step1=field3am2 step2=field4tn50 step3=field5gt0 step4=field8gt0 step5=field8lt100 step6=field0ne0 step7=field1ne0 step8=field10tn10Jamie Gritton's Form Entry

Notes

1. See Screamers (VL) Notes (3) for the reasons for lagging the GTR1 equivalents of [VL Total Return 4-Weeks] and [VL Total Return 13-Weeks] by two market days.

2. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

3. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, two extra steps are necessary (step6 and step7) to filter out investments with default values (0 in both cases).
EG5PE: Screen Builder URL
Backtest Command

field0=tim.v field1=tch.v field2=trp:2,63 field3=trp:2,20 field4=ces.v field5=vprc:0,2 field6=ratio:field5,field4 field7=eg5.v field8=ratio:field7,field6 step0=field0am2 step1=field1am2 step2=field2tn50 step3=field3gt0 step4=field6gt0 step5=field6lt100 step6=field8tn10Jamie Gritton's Form Entry

Notes

1. See Screamers (VL) Notes (3) for the reasons for lagging the GTR1 equivalents of [VL Total Return 4-Weeks] and [VL Total Return 13-Weeks] by two market days.

2. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.
EGPLOW_PE_E: Screen Builder URL
Backtest Command

field0=eg5.v field1=rce.v field2=tim.v field3=tch.v field4=trp:2,63 field5=ces.v field6=vprc:0,2 field7=ratio:field6,field5 field8=linear:1,field0,1,field1 field9=ratio:field8,field7 step0=field2am2 step1=field3am2 step2=field0gt0 step3=field4tn25 step4=field7gt0 step5=field7lt100 step6=field1al-300 step7=field9tn10Jamie Gritton's Form Entry

Notes

1. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,63, the GTR1 equivalent of [VL Total Return 13-Weeks].

3. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, an extra step is necessary (step6) to filter out investments with the default value (-HUGEVAL) in rce.v. This is accomplished by requiring rce.v to be at least -300, its minimum numerical value.

4. The official version of EGPLOW_PE_E does not take any steps to correct for irregularities in the field [% Retained to Common Equity] (see the glossary entry for rce.v for details) in backtests. A regularized Screen Builder backtest of EGPLOW_PE_E can be found here. Note, however, that this is a different regularization than the one used in building rce.v.
EGPLOW_PE: Screen Builder URL
Backtest Command

field0=eg5.v field1=rce.v field2=tim.v field3=tch.v field4=trp:2,63 field5=ces.v field6=vprc:0,2 field7=ratio:field6,field5 field8=linear:1,field0,1,field1 field9=ratio:field8,field7 step0=field2am2 step1=field3am2 step2=field4tn50 step3=field7gt0 step4=field7lt100 step5=field0ne0 step6=field1al-300 step7=field9tn10Jamie Gritton's Form Entry

Notes

1. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,63, the GTR1 equivalent of [VL Total Return 13-Weeks].

3. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, two extra steps are necessary (step5 and step6) to filter out investments with default values. This is accomplished by requiring eg5.v to not equal its default value of 0 and by requiring rce.v to be at least -300, its minimum numerical value (its default value is -HUGEVAL).

4. The official version of EGPLOW_PE does not take any steps to correct for irregularities in the field [% Retained to Common Equity] (see the glossary entry for rce.v for details) in backtests. A regularized Screen Builder backtest of EGPLOW_PE can be found here. Note, however, that this is a different regularization than the one used in building rce.v.
EGPR_PE: Screen Builder URL
Backtest Command

field0=eg5.v field1=peg.v field2=product:field0,field1 field3=tim.v field4=tch.v field5=trp:2,63 field6=trp:2,20 field7=ces.v field8=vprc:0,2 field9=ratio:field8,field7 field10=ratio:field2,field9 field11=if:field1am0,0,1 field12=if:field0am0,field11,1 step0=field3am2 step1=field4am2 step2=field12gt0 step3=field2ne0 step4=field5tn40 step5=field6gt0 step6=field9gt0 step7=field9lt100 step8=field10tn10Jamie Gritton's Form Entry

Notes

1. See Screamers (VL) Notes (3) for the reasons for lagging the GTR1 equivalents of [VL Total Return 4-Weeks] and [VL Total Return 13-Weeks] by two market days.

2. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

3. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, an extra step is necessary (step3) to filter out investments with the default value of zero in field2.
EGRSW: Screen Builder URL
Backtest Command

field0=peg.v field1=tim.v field2=trp:2,63 field3=trp:2,126 field4=trp:12,253 field5=linear:0.4,field2,0.3,field3,0.3,field4 field6=linear:1,field0,0.0001,field5 step0=field1am2 step1=field5tn25 step2=field0ne0 step3=field6tn10Jamie Gritton's Form Entry

Notes

1. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,63 and trp:2,126, the GTR1 equivalents of [VL Total Return 13-Weeks] and [VL Total Return 26-Weeks], respectively.

2. See CAPRS Notes (3) for the reasons for lagging trp:12,253, the GTR1 equivalent of [VL Total Return 1-Year], by 12 market days.

3. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, an extra step is necessary (step2) to filter out investments with the default value of zero in peg.v.

4. The official version of EGRSW breaks ties in [VL Proj EPS Growth Rate] by RSW in descending order. This tie-breaking is approximated here by adding a small multiple (0.0001) of field5 (RSW) to [VL Proj EPS Growth Rate]. Since both RSW and [VL Proj EPS Growth Rate] are expressed as percentages, the stock with the higher RSW value will be favored only if two stocks are closer than about 0.01 in [VL Proj EPS Growth Rate].
EG: Screen Builder URL
Backtest Command

field0=trp:2,126 field1=peg.v field2=tim.v field3=linear:1,field1,0.0001,field0 step0=field2am2 step1=field0tn25 step2=field1ne0 step3=field3tn10Jamie Gritton's Form Entry

Notes

1. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,126, the GTR1 equivalent of [VL Total Return 26-Weeks].

2. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, an extra step is necessary (step2) to filter out investments with the default value of zero in peg.v.

3. The official version of EG breaks ties in [VL Proj EPS Growth Rate] by [VL Total Return 26-Weeks] in descending order. This tie-breaking is approximated here by adding a small multiple (0.0001) of field0 ([VL Total Return 26-Weeks]) to [VL Proj EPS Growth Rate]. Since both [VL Total Return 26-Weeks] and [VL Proj EPS Growth Rate] are expressed as percentages, the stock with the higher [VL Total Return 26-Weeks] value will be favored only if two stocks are closer than about 0.01 in [VL Proj EPS Growth Rate].
ERS13: Screen Builder URL
Backtest Command

field0=elqw.v field1=tim.v field2=trp:2,63 field3=ces.v field4=vprc:0,2 field5=ratio:field4,field3 step0=field1et1 step1=field5gt0 step2=field0gt0 step3=field0am300 step4=field2tn10Jamie Gritton's Form Entry

Notes

1. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,63, the GTR1 equivalent of [VL Total Return 13-Weeks].

2. The field file elqw.v, [VL % EPS Chg vs Yr Ago (Regularized)], is limited to a value of 300 at step3 in order to make it consistent with the way Value Line currently caps [% EPS Chg from Last Qtr] at 300%.

3. The official version of ERS13 does not take any steps to correct for irregularities in the field [% EPS Chg from Last Qtr] in backtests. A regularized Screen Builder backtest of ERS13 can be found here.
ERS26: Screen Builder URL
Backtest Command

field0=elqw.v field1=tim.v field2=trp:2,126 field3=ces.v field4=vprc:0,2 field5=ratio:field4,field3 step0=field1et1 step1=field5gt0 step2=field0gt0 step3=field0am300 step4=field2tn10Jamie Gritton's Form Entry

Notes

1. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,126, the GTR1 equivalent of [VL Total Return 26-Weeks].

2. The field file elqw.v, [VL % EPS Chg vs Yr Ago (Regularized)], is limited to a value of 300 at step3 in order to make it consistent with the way Value Line currently caps [% EPS Chg from Last Qtr] at 300%.

3. The official version of ERS26 does not take any steps to correct for irregularities in the field [% EPS Chg from Last Qtr] in backtests. A regularized Screen Builder backtest of ERS26 can be found here.
FCF-26: Backtest Command

field0=dspo field1=trp:1,126 field2=shraq1.s field3=cshprq1d.c field4=pref:field2,field3 ShrsOut:field4 field5=fcfps12q1d.s field6=fcfps12q1d.c field7=pref:field5,field6 FCFPS:field7 field8=product:field4,field7 step0=field4gt0 step1=field7ne-999999 step2=field8tn100 step3=field0gt126 step4=field1tn20Jamie Gritton's Form Entry

Notes
FOG_MI: Screen Builder URL
Backtest Command

field0=trp:2,63 field1=trp:2,20 field2=trp:12,253 field3=tim.v field4=linear:1,field2,-1,field0,-3,field1 step0=field3et1 step1=field0gt0 step2=field1gt0 step3=field4tn10Jamie Gritton's Form Entry

Notes

1. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,20 and trp:2,63, the GTR1 equivalent of [VL Total Return 4-Weeks] and [VL Total Return 13-Weeks], respectively.

2. See CAPRS Notes (3) for the reasons for lagging trp:12,253, the GTR1 equivalent of [VL Total Return 1-Year], by 12 market days.
Fried_500: Backtest Command

field0=aprc:1 field1=csoq1d.s field2=cshoq1d.c field3=sprc:0,1 field4=product:field3,field1 field5=cprc:0,1 field6=product:field5,field2 field7=pref:field4,field6 MktCap:field7 field8=shraq1.s field9=shraq5.s field10=cshprq1d.c field11=cshprq5d.c field12=ratio:field8,field9 field13=ratio:field10,field11 field14=pref:field12,field13 ShrChg:field14 field15=sales12q1d.s field16=sale12q1d.c field17=ratio:field7,field15 field18=ratio:field7,field16 field19=pref:field17,field18 PS:field19 step0=field7tn500 step1=field0gt5 step2=field14gt0 step3=field14lt0.97 step4=field19gt0 step5=field19bn20Jamie Gritton's Form Entry

Notes
Fundamentals: Screen Builder URL
Backtest Command

field0=vprc:0,2 field1=cfl.v field2=pih.v field3=tim.v field4=trp:2,63 field5=trp:2,126 field6=ces.v field7=ratio:field0,field6 field8=bvs.v field9=ratio:field0,field8 field10=cso.v field11=product:field0,field10 field12=ratio:field1,field11 field13=trp:12,253 field14=ratio:field13,field7 step0=field3am5 step1=field7gt0 step2=field9gt0 step3=field4tp75 step4=field9bp66.7 step5=field7bp33.3 step6=field14tp50 step7=field11gt0 step8=field1ne0 step9=field12tp50 step10=field2gt0 step11=field2bp50 step12=field5tn10Jamie Gritton's Form Entry

Notes

1. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,63 and trp:2,126, the GTR1 equivalents of [VL Total Return 13-Weeks] and [VL Total Return 26-Weeks], respectively.

3. See CAPRS Notes (3) for the reasons for lagging trp:12,253, the GTR1 equivalent of [VL Total Return 1-Year], by 12 market days.

4. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, three extra steps are necessary (step7, step8 and step10) to filter out investments with default values (zero in all cases).

5. Note that the raw data in [VL % Institutional Holdings], as used by the Screen Builder, suffers from an irregularity, whereas the data in pih.v has been regularized (see its glossary entry for details).

6. Note that the raw data in [VL Cash Flow], as used by the Screen Builder, is frought with irregularities, whereas the data in cfl.v has been regularized (see its glossary entry for details). A Screen Builder backtest of Fundamentals that regularizes both pih.v and cfl.v can be found here.
GAR4: Screen Builder URL
Backtest Command

field0=vprc:0,2 field1=tim.v field2=bvs.v:0 field3=ratio:field0,field2 field4=trp:2,20 field5=trp:2,63 field6=trp:2,126 field7=linear:4,field4,1,field5,-1,field6 step0=field1am2 step1=field0gt5 step2=field3gt0 step3=field3am3 step4=field7tn10Jamie Gritton's Form Entry

Notes

1. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,20, trp:2,63 and trp:2,126, the GTR1 equivalents of [VL Total Return 4-Weeks], [VL Total Return 13-Weeks] and [VL Total Return 26-Weeks], respectively.

3. The official version of GAR4 uses Value Line's field [Price To Book Value], which is frought with severe irregularities over the backtesting period (see the glossary entry for bvs.v for details). A regularized Screen Builder backtest of GAR4 can be found here.
GAR_EG5: Screen Builder URL
Backtest Command

field0=eg5.v field1=trp:2,63 field2=tim.v field3=tch.v field4=peg.v field5=ces.v field6=vprc:0,2 field7=ratio:field6,field5 field8=ratio:field0,field7 field9=trp:2,20 field10=linear:1,field1,1,field9 step0=field2am2 step1=field3am2 step2=field0gt0 step3=field7gt0 step4=field7lt100 step5=field4gt0 step6=field10gt0 step7=field1tn30 step8=field8tn10Jamie Gritton's Form Entry

Notes

1. See Screamers (VL) Notes (3) for the reasons for lagging the GTR1 equivalents of [VL Total Return 4-Weeks] and [VL Total Return 13-Weeks] by two market days.

2. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.
GARPEG: Screen Builder URL
Backtest Command

field0=peg.v field1=tim.v field2=cfl.v field3=ces.v field4=vprc:0,2 field5=ratio:field4,field3 field6=ratio:field5,field0 field7=trp:2,126 field8=trp:2,63 field9=trp:2,20 field10=linear:2,field7,2,field8,1,field9 step0=field1am2 step1=field2gt0 step2=field5gt0 step3=field5lt100 step4=field0gt0 step5=field6bp65 step6=field10tn10Jamie Gritton's Form Entry

Notes

1. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,20, trp:2,63 and trp:2,126, the GTR1 equivalents of [VL Total Return 4-Weeks], [VL Total Return 13-Weeks] and [VL Total Return 26-Weeks], respectively.

3. While [VL Cash Flow], as used by the Screen Builder, is frought with irregularities, they don't invalidate comparisons between the Screen Builder and backtest.exe in this case because GARPEG's only use of [VL Cash Flow] is to require that it be positive.
Gentle_Screamers: Backtest Command

field0=aprc:1 field1=av10.a:1 field2=dspo field3=ph253.g:1 field4=trp:1,253 field5=trp:1,20 field6=incd.s field7=incd.f field8=pref:field6,field7 Industry:field8 field9=csoq1d.s field10=cshoq1d.c field11=sprc:0,1 field12=product:field11,field9 field13=cprc:0,1 field14=product:field13,field10 field15=pref:field12,field14 MktCap:field15 field16=fcfps12q1d.s field17=fcfps12q1d.c field18=ratio:field11,field16 field19=ratio:field13,field17 field20=pref:field18,field19 PFCF:field20 field21=av63.a:1 field22=ratio:field1,field21 field23=if:field20gt0,field8,0 field24=pcntl:field20,field23,step1 step0=field8gt0 step1=field0gt5 step2=field15gt100 step3=field1gt10000 step4=field2gt253 step5=field3gt0.9 step6=field22gt1 step7=field24lt50 step8=field4gt50 step9=field5tn20Jamie Gritton's Form Entry

Notes
GS_Mungo: Backtest Command

field0=aprc:1 field1=av10.a:1 field2=dspo field3=ph253.g:1 field4=trp:1,253 field5=trp:1,20 field6=incd.s field7=incd.f field8=pref:field6,field7 Industry:field8 field9=csoq1d.s field10=cshoq1d.c field11=sprc:0,1 field12=product:field11,field9 field13=cprc:0,1 field14=product:field13,field10 field15=pref:field12,field14 MktCap:field15 field16=fcfps12q1d.s field17=fcfps12q1d.c field18=ratio:field11,field16 field19=ratio:field13,field17 field20=pref:field18,field19 PFCF:field20 field21=av63.a:1 field22=ratio:field1,field21 field23=if:field20gt0,field8,0 field24=pcntl:field20,field23,step1 step0=field8gt0 step1=field0gt5 step2=field15gt100 step3=field1gt10000 step4=field2gt253 step5=field3gt0.9 step6=field22gt1 step7=field24lt50 step8=field4gt50 step9=field5bn20Jamie Gritton's Form Entry

Notes
GS_Mungo_Voom: Backtest Command

field0=aprc:1 field1=av10.a:1 field2=dspo field3=ph253.g:1 field4=trp:1,253 field5=incd.s field6=incd.f field7=pref:field5,field6 Industry:field7 field8=csoq1d.s field9=cshoq1d.c field10=sprc:0,1 field11=product:field10,field8 field12=cprc:0,1 field13=product:field12,field9 field14=pref:field11,field13 MktCap:field14 field15=fcfps12q1d.s field16=fcfps12q1d.c field17=ratio:field10,field15 field18=ratio:field12,field16 field19=pref:field17,field18 PFCF:field19 field20=av63.a:1 field21=ratio:field1,field20 field22=if:field19gt0,field7,0 field23=pcntl:field19,field22,step1 field24=trp:1,20 field25=product:field21,field24 step0=field7gt0 step1=field0gt5 step2=field14gt100 step3=field1gt10000 step4=field2gt253 step5=field3gt0.9 step6=field21gt1 step7=field23lt50 step8=field4gt50 step9=field25bn20Jamie Gritton's Form Entry

Notes
GS_PCF: Backtest Command

field0=aprc:1 field1=av10.a:1 field2=dspo field3=ph253.g:1 field4=trp:1,253 field5=incd.s field6=incd.f field7=pref:field5,field6 Industry:field7 field8=csoq1d.s field9=cshoq1d.c field10=sprc:0,1 field11=product:field10,field8 field12=cprc:0,1 field13=product:field12,field9 field14=pref:field11,field13 MktCap:field14 field15=fcfps12q1d.s field16=fcfps12q1d.c field17=ratio:field10,field15 field18=ratio:field12,field16 field19=pref:field17,field18 PFCF:field19 field20=cfps12q1d.s field21=cfps12q1d.c field22=ratio:field10,field20 field23=ratio:field12,field21 field24=pref:field22,field23 PCF:field24 field25=av63.a:1 field26=ratio:field1,field25 field27=if:field19gt0,field7,0 field28=pcntl:field19,field27,step1 step0=field7gt0 step1=field0gt5 step2=field14gt100 step3=field1gt10000 step4=field2gt253 step5=field3gt0.9 step6=field26gt1 step7=field28lt50 step8=field4gt50 step9=field24gt0 step10=field24bn20Jamie Gritton's Form Entry

Notes
GSX2: Backtest Command

field0=aprc:1 field1=dspo field2=ph253.g:1 field3=av10.a:1 field4=incd.f field5=incd.s field6=pref:field5,field4 Industry:field6 field7=epscon12q1d.s field8=epspx12q1d.c field9=sprc:0,1 field10=ratio:field9,field7 field11=cprc:0,1 field12=ratio:field11,field8 field13=pref:field10,field12 PE:field13 field14=if:field13gt0,field6,0 field15=bpcut:field13,field14,step1,50 IndPE:field15 field16=linear:1.05,field15,-1,field13 field17=fcfps12q1d.s field18=fcfps12q1d.c field19=ratio:field9,field17 field20=ratio:field11,field18 field21=pref:field19,field20 PFCF:field21 field22=if:field21gt0,field6,0 field23=bpcut:field21,field22,step1,50 IndPFCF:field23 field24=linear:1.05,field23,-1,field21 field25=sic.a field26=linear:0.001,field25,1,1 field27=int:field26 field28=if:field25gt0,field27,0 Sector:field28 field29=if:field21gt0,field28,0 field30=bpcut:field21,field29,step1,50 SecPFCF:field30 field31=linear:1,field30,-1,field21 field32=eps12q1d.s field33=epspi12q1d.c field34=pref:field32,field33 EPS12m:field34 field35=csoq1d.s field36=cshoq1d.c field37=product:field9,field35 field38=product:field11,field36 field39=pref:field37,field38 MktCap:field39 field40=av63.a:1 field41=trp:1,63 field42=product:field41,field3 field43=product:field0,field40 field44=ratio:field42,field43 Voom13:field44 field45=if:field21gt0,1,0 field46=pcntl:field21,field45,step1 field47=if:field39gt0,1,0 field48=pcntl:field39,field47,step1 step0=field6gt0 step1=field13gt0 step2=field13bp70 step3=field16gt0 step4=field21gt0 step5=field46lt50 step6=field24gt0 step7=field28gt0 step8=field31gt0 step9=field0gt5 step10=field1gt253 step11=field2gt0.91 step12=field34gt0 step13=field48gt27 step14=field3gt65000 step15=field4ne45!46!47!48 step16=field44tn20Jamie Gritton's Form Entry

Notes
GSX: Backtest Command

field0=incd.f field1=aprc:1 field2=av10.a:1 field3=dspo field4=ph253.g:1 field5=incd.s field6=pref:field5,field0 Industry:field6 field7=fcfps12q1d.s field8=fcfps12q1d.c field9=sprc:0,1 field10=ratio:field9,field7 field11=cprc:0,1 field12=ratio:field11,field8 field13=pref:field10,field12 PFCF:field13 field14=epscon12q1d.s field15=epspx12q1d.c field16=ratio:field9,field14 field17=ratio:field11,field15 field18=pref:field16,field17 PE:field18 field19=csoq1d.s field20=cshoq1d.c field21=product:field9,field19 field22=product:field11,field20 field23=pref:field21,field22 MktCap:field23 field24=fcfps12gq5q1d.s field25=fcfps12gq5q1d.c field26=pref:field24,field25 FCFPSGr:field26 field27=av63.a:1 field28=trp:1,63 field29=product:field28,field2 field30=product:field1,field27 field31=ratio:field29,field30 Voom:field31 field32=if:field13gt0,field6,0 field33=pcntl:field13,field32,step1 field34=if:field18gt0,field6,0 field35=pcntl:field18,field34,step1 field36=ratio:field2,field27 field37=if:field26ne-999999,1,0 field38=pcntl:field26,field37,step0 step0=field6gt0 step1=field13gt0 step2=field18gt5 step3=field33lt50 step4=field35lt50 step5=field0ne45!46!47!48 step6=field1gt5 step7=field23gt65 step8=field2gt65000 step9=field3gt253 step10=field4gt.9 step11=field36gt1 step12=field26ne-999999 step13=field38gt30 step14=field31tn20Jamie Gritton's Form Entry

Notes
H52EarnPS: Screen Builder URL
Backtest Command

field0=elqw.v field1=sls.v field2=tim.v field3=ph253.g:2 field4=cso.v field5=vprc:0,2 field6=product:field5,field4 field7=ratio:field6,field1 step0=field2am2 step1=field3gt0.9 step2=field0gt0 step3=field0am300 step4=field6gt0 step5=field1gt0 step6=field7bn10Jamie Gritton's Form Entry

Notes

1. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. See Screamers Notes (2) for comments on the use of ph253.g.

3. See Screamers Notes (1) for an explanation of the lag used in ph253.g.

4. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, two extra steps are necessary (step4 and step5) to filter out investments with default values (zero in both cases).

5. The field elqw.v, [VL % EPS Chg vs Yr Ago (Regularized)], is limited to a value of 300 at step3 in order to make it consistent with the way Value Line currently caps [% EPS Chg from Last Qtr] at 300%.

6. The official version of H52EarnPS does not take any steps to correct for irregularities in the field [% EPS Chg from Last Qtr] in backtests. A regularized Screen Builder backtest of H52EarnPS can be found here.
H52EgPS: Screen Builder URL
Backtest Command

field0=sls.v field1=tim.v field2=tch.v field3=ph253.g:2 field4=eg5.v field5=cso.v field6=vprc:0,2 field7=product:field6,field5 field8=ratio:field7,field0 step0=field1am3 step1=field2am2 step2=field3gt0.89 step3=field4gt0 step4=field0gt0 step5=field7gt0 step6=field8bn10Jamie Gritton's Form Entry

Notes

1. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. See Screamers Notes (2) for comments on the use of ph253.g.

3. See Screamers Notes (1) for an explanation of the lag used in ph253.g.

4. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, an extra step is necessary (step5) to filter out investments with zero market capitalization per Value Line as a result of default values (zero in both cases) for vprc:0,2 and cso.v.
HBSP: Screen Builder URL
Backtest Command

field0=vprc:0,2 field1=bvs.v field2=tim.v field3=ratio:field1,field0 field4=cso.v field5=product:field0,field4 field6=sls.v field7=ratio:field6,field5 step0=field2am4 step1=field5gt0 step2=field5tn525 step3=field7gt1 step4=field1ne0 step5=field3tn10Jamie Gritton's Form Entry

Notes

1. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, an extra step is necessary (step4) to filter out investments with the default value of zero in bvs.v.
HIGHCASHFLOW: Screen Builder URL
Backtest Command

field0=cfl.v step0=field0tn10Jamie Gritton's Form Entry

Notes

1. Since the default value for cfl.v is 0, only Value Line stocks have positive values in cfl.v, of which there are several hundred on any given market date. Thus a separate step using tim.v to restrict the backtest to the Value Line universe is not necessary.

2. Note that the raw data in [VL Cash Flow], as used by the Screen Builder, is frought with irregularities, whereas the data in cfl.v has been regularized. Thus comparisons between backtest.exe and the Screen Builder for this screen are not valid.
HIGH_CASH: Screen Builder URL
Backtest Command

field0=tim.v field1=csh.v field2=trp:12,253 step0=field0et1 step1=field1tn55 step2=field2tn10Jamie Gritton's Form Entry

Notes

1. See CAPRS Notes (3) for the reasons for lagging trp:12,253, the GTR1 equivalent of [VL Total Return 1-Year], by 12 market days.
High_Relative_Value: Backtest Command

field0=dspo field1=ph253.g:1 field2=aprc:1 field3=av10.a:1 field4=incd.s field5=incd.f field6=pref:field4,field5 Industry:field6 field7=epscon12q1d.s field8=epspx12q1d.c field9=sprc:0,1 field10=ratio:field9,field7 field11=cprc:0,1 field12=ratio:field11,field8 field13=pref:field10,field12 PE:field13 field14=cfps12q1d.s field15=cfps12q1d.c field16=ratio:field9,field14 field17=ratio:field11,field15 field18=pref:field16,field17 PCF:field18 field19=fcfps12q1d.s field20=fcfps12q1d.c field21=ratio:field9,field19 field22=ratio:field11,field20 field23=pref:field21,field22 PFCF:field23 field24=csoq1d.s field25=cshoq1d.c field26=product:field9,field24 field27=product:field11,field25 field28=pref:field26,field27 MktCap:field28 field29=av63.a:1 field30=ratio:field3,field29 VolRatio:field30 field31=if:field13gt0,field6,0 field32=pcntl:field13,field31,step1 field33=if:field18gt0,field6,0 field34=pcntl:field18,field33,step1 field35=if:field23gt0,field6,0 field36=pcntl:field23,field35,step1 step0=field6gt0 step1=field13gt0 step2=field18gt0 step3=field23gt0 step4=field32lt50 step5=field34lt50 step6=field36lt50 step7=field0gt253 step8=field1gt0.9 step9=field2gt5 step10=field28gt100 step11=field3gt10000 step12=field30tn20Jamie Gritton's Form Entry

Notes
HIPRICE: Screen Builder URL
Backtest Command

field0=tim.v field1=tch.v field2=vprc:0,2 field3=trp:12,253 step0=field0am2 step1=field1am2 step2=field2tn75 step3=field3tn10Jamie Gritton's Form Entry

Notes

1. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. See CAPRS Notes (3) for the reasons for lagging trp:12,253, the GTR1 equivalent of [VL Total Return 1-Year], by 12 market days.
HIYIELD: Screen Builder URL
Backtest Command

field0=vprc:0,2 field1=tim.v field2=cso.v field3=product:field0,field2 field4=cdv.v field5=ratio:field4,field0 step0=field1am6 step1=field3tn50 step2=field5tn10Jamie Gritton's Form Entry

Notes

1. step0 requires field1, [VL Timeliness Rank], to be at most 6, which is the standard way of restricting a backtest to the Value Line universe. See YieldEarnYear Notes (1) for an explanation of why it is included in spite of its being made redundant by step1.

2. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.
Incoming_Cash: Backtest Command

field0=dspo field1=ph253.g:1 field2=trp:1,253 field3=csoq1d.s field4=cshoq1d.c field5=sprc:0,1 field6=product:field5,field3 field7=cprc:0,1 field8=product:field7,field4 field9=pref:field6,field8 MktCap:field9 field10=epsgq5q1d.s field11=epspigq5q1d.c field12=pref:field10,field11 EPSChg:field12 field13=cashq1d.s field14=cheq1.c field15=pref:field13,field14 Cash:field15 field16=netincq1d.s field17=niq1.c field18=pref:field16,field17 NetInc:field18 field19=linear:1,field15,1,field18 field20=ratio:field19,field9 INCASH:field20 field21=av10.a:1 field22=aprc:1 field23=product:field22,field21 step0=field12ne-999999 step1=field12tp50 step2=field23gt1000000 step3=field9gt100 step4=field0gt253 step5=field1gt0.9 step6=field2gt25 step7=field15ne-999999 step8=field18ne-999999 step9=field20tn20Jamie Gritton's Form Entry

Notes
IN_RS26: Screen Builder URL
Backtest Command

field0=pih.v field1=tim.v field2=trp:2,126 step0=field1am2 step1=field0gt0 step2=field0tp20 step3=field2tn10Jamie Gritton's Form Entry

Notes

1. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,126, the GTR1 equivalent of [VL Total Return 26-Weeks].

2. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, an extra step is necessary (step1) to filter out investments with the default value of zero in pih.v.

3. Note that the raw data in [VL % Institutional Holdings], as used by the Screen Builder, suffers from an irregularity, whereas the data in pih.v has been regularized (see its glossary entry for details). A regularized Screen Builder backtest of IN_RS26 can be found here.
KEY100: Screen Builder URL
Backtest Command

field0=tim.v field1=mcpp.a:2 field2=trp:2,126 step0=field0am2 step1=field1tn100 step2=field2tn10Jamie Gritton's Form Entry

Notes

1. See <a href="#CAPRSVL">CAPRS</a> Notes (1) for an explanation of why mcpp.a was used.

2. See CAPRS Notes (2) for an explanation of the lag of two market days used for mcpp.a.
3. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,126, the GTR1 equivalent of [VL Total Return 26-Weeks].

4. A step filtering out stocks trading on the Toronto Stock Exchange is not necessary because that exchange is not covered by the GTR1 database.
LLTD: Screen Builder URL
Backtest Command

field0=vprc:0,2 field1=tim.v field2=trp:12,253 field3=ces.v field4=ratio:field0,field3 field5=cso.v field6=ltd.v field7=product:field0,field5 field8=linear:1,field7,-10000,field6 step0=field1am6 step1=field4gt0 step2=field8gt0 step3=field4bn10 step4=field2tn10Jamie Gritton's Form Entry

Notes

1. step0 requires field1, [VL Timeliness Rank], to be at most 6, which is the standard way of restricting a backtest to the Value Line universe. See YieldEarnYear Notes (1) for an explanation of why it is included in spite of its being made redundant by step1.

2. See YieldEarnYear Notes (2) for an explanation of the lags used in vprc.

3. See CAPRS Notes (3) for the reasons for lagging the GTR1 equivalent of [VL Total Return 1-Year] by 12 market days.

4. Note that the raw data in [VL Long-Term Debt], as used by the Screen Builder, suffers from irregularities, whereas the data in ltd.v has been regularized (see its glossary entry for details). Consequently, comparisons between backtest.exe and the Screen Builder are not entirely valid for this screen.
Low_Mult: Backtest Command

field0=aprc:1 field1=av10.a:1 field2=dspo field3=ph253.g:1 field4=trp:1,63 field5=incd.s field6=incd.f field7=pref:field5,field6 Industry:field7 field8=csoq1d.s field9=cshoq1d.c field10=sprc:0,1 field11=product:field10,field8 field12=cprc:0,1 field13=product:field12,field9 field14=pref:field11,field13 MktCap:field14 field15=epscon12q1d.s field16=epspx12q1d.c field17=ratio:field10,field15 field18=ratio:field12,field16 field19=pref:field17,field18 PE:field19 field20=if:field19gt0,1,0 field21=tpcut:field19,field20,step0,50 MedPE:field21 field22=ratio:field19,field21 field23=cfps12q1d.s field24=cfps12q1d.c field25=ratio:field10,field23 field26=ratio:field12,field24 field27=pref:field25,field26 PCF:field27 field28=if:field27gt0,field7,0 field29=tpcut:field19,field28,step1,50 IndPCF:field29 field30=ratio:field27,field29 field31=sales12q1d.s field32=sale12q1d.c field33=ratio:field14,field31 field34=ratio:field14,field32 field35=pref:field33,field34 PS:field35 field36=if:field35gt0,field7,0 field37=tpcut:field35,field36,step1,50 IndPS:field37 field38=ratio:field35,field37 field39=av63.a:1 field40=product:field4,field1 field41=product:field0,field39 field42=ratio:field40,field41 Voom:field42 step0=field7gt0 step1=field0gt5 step2=field14gt100 step3=field1al10000 step4=field2gt253 step5=field3gt0.9 step6=field19gt0 step7=field27gt0 step8=field35gt0 step9=field22lt0.9 step10=field30lt0.9 step11=field38lt0.9 step12=field4gt10 step13=field42tn20Jamie Gritton's Form Entry

Notes
LOWPB: Screen Builder URL
Backtest Command

field0=vprc:0,2 field1=bvs.v field2=tim.v field3=ratio:field0,field1 field4=cso.v field5=product:field0,field4 step0=field2am6 step1=field5tn500 step2=field1gt0 step3=field3bn10Jamie Gritton's Form Entry

Notes

1. step0 requires field2, [VL Timeliness Rank], to be at most 6, which is the standard way of restricting a backtest to the Value Line universe. See YieldEarnYear Notes (1) for an explanation of why it is included in spite of its being made redundant by step1.

2. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.
LowPEsafe: Screen Builder URL
Backtest Command

field0=tim.v field1=sft.v field2=trp:2,126 field3=ces.v field4=vprc:0,2 field5=ratio:field4,field3 field6=trp:12,253 field7=linear:3,field6,-1,field5 step0=field0am6 step1=field5gt0 step2=field5lt100 step3=field5bn250 step4=field1am4 step5=field7tn10 step6=field2tn10Jamie Gritton's Form Entry

Notes

1. step0 requires field0, [VL Timeliness Rank], to be at most 6, which is the standard way of restricting a backtest to the Value Line universe. See YieldEarnYear Notes (1) for an explanation of why it is included in spite of its being made redundant by step1.

2. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,126, the GTR1 equivalents of [VL Total Return 26-Weeks].

3. See CAPRS Notes (3) for the reasons for lagging trp:12,253, the GTR1 equivalent of [VL Total Return 1-Year], by 12 market days.
LOWPE: Screen Builder URL
Backtest Command

field0=tim.v field1=trp:12,253 field2=ces.v field3=vprc:0,2 field4=ratio:field3,field2 step0=field0am6 step1=field4gt0 step2=field4lt100 step3=field4bn250 step4=field1tn10Jamie Gritton's Form Entry

Notes

1. step0 requires field0, [VL Timeliness Rank], to be at most 6, which is the standard way of restricting a backtest to the Value Line universe. See YieldEarnYear Notes (1) on why it is included in spite of its being made redundant by step1.

2. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

3. See CAPRS Notes (3) for the reasons for lagging the GTR1 equivalent of [VL Total Return 1-Year] by 12 market days.
LOWPE_ZLTDA: Screen Builder URL
Backtest Command

field0=tim.v field1=tas.v field2=ltd.v field3=trp:12,253 field4=ces.v field5=vprc:0,2 field6=ratio:field5,field4 step0=field0am4 step1=field1gt0 step2=field2et0 step3=field6gt0 step4=field6bp10 step5=field3tn10Jamie Gritton's Form Entry

Notes

1. See YieldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. See CAPRS Notes (3) for the reasons for lagging the GTR1 equivalent of [VL Total Return 1-Year] by 12 market days.

3. The official version of ZLTD takes no steps to correct for irregularities in Value Line's field [Current P/E] in backtests (see the glossary entry for ces.v for details), whereas step3 in this command requires field6 (corresponding to [VL Current P/E]) to be positive.

4. Note that the raw data in [VL Long-Term Debt], as used by the Screen Builder, suffers from irregularities, whereas the data in ltd.v has been regularized (see its glossary entry for details). However, the step requiring [VL Total Assets] to be positive effectively regularizes the screen and causes the step selecting stocks with zero values in [VL Long-Term Debt] to function as intended.
LOWPE_ZLTD: Screen Builder URL
Backtest Command

field0=tim.v field1=ltd.v field2=trp:12,253 field3=ces.v field4=vprc:0,2 field5=ratio:field4,field3 step0=field0am4 step1=field1et0 step2=field5gt0 step3=field5bp10 step4=field2tn10Jamie Gritton's Form Entry

Notes

1. See YieldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. See CAPRS Notes (3) for the reasons for lagging the GTR1 equivalent of [VL Total Return 1-Year] by 12 market days.

3. The official version of ZLTD takes no steps to correct for irregularities in Value Line's field [Current P/E] in backtests (see the glossary entry for ces.v for details), whereas step2 in this command requires field5 (corresponding to [VL Current P/E]) to be positive.

4. Note that the raw data in [VL Long-Term Debt], as used by the Screen Builder, suffers from irregularities, whereas the data in ltd.v has been regularized (see its glossary</a> entry for details). Consequently, comparisons between backtest.exe and the Screen Builder are not entirely valid for this screen.
LowPS+: Backtest Command

field0=dspo field1=aprc:1 field2=ph253.g:1 field3=csoq1d.s field4=cshoq1d.c field5=sprc:0,1 field6=product:field5,field3 field7=cprc:0,1 field8=product:field7,field4 field9=pref:field6,field8 MktCap:field9 field10=sales12q1d.s field11=sale12q1d.c field12=ratio:field9,field10 field13=ratio:field9,field11 field14=pref:field12,field13 PS:field14 field15=trp:1,20 field16=pcntl:field15,1,step2 field17=trp:1,253 field18=pcntl:field17,1,step3 field19=av10.a:1 field20=product:field1,field19 step0=field9gt0 step1=field0gt21 step2=field0gt253 step3=field16gt94 step4=field18gt91 step5=field1gt5 step6=field20gt1000000 step7=field9gt75 step8=field2gt0.89 step9=field14gt0 step10=field14bn20Jamie Gritton's Form Entry

Notes
LowPSvol: Backtest Command

field0=aprc:1 field1=dspo field2=ph253.g:1 field3=csoq1d.s field4=cshoq1d.c field5=sprc:0,1 field6=product:field5,field3 field7=cprc:0,1 field8=product:field7,field4 field9=pref:field6,field8 MktCap:field9 field10=fcfps12q1d.s field11=fcfps12q1d.c field12=pref:field10,field11 FCFPS:field12 field13=sales12q1d.s field14=sale12q1d.c field15=ratio:field9,field13 field16=ratio:field9,field14 field17=pref:field15,field16 PS:field17 field18=av10.a:1 field19=av63.a:1 field20=ratio:field18,field19 VolRatio:field20 field21=product:field0,field18 step0=field0gt5 step1=field9gt100 step2=field21gt1000000 step3=field1gt253 step4=field2gt0.9 step5=field12gt0 step6=field17gt0 step7=field17lt2.5 step8=field20tn20Jamie Gritton's Form Entry

Notes
LPCF: Screen Builder URL
Backtest Command

field0=vprc:0,2 field1=cfl.v field2=tim.v field3=cso.v:0 field4=product:field3,field0 field5=ratio:field4,field1 field6=cdv.v field7=ratio:field6,field0 step0=field2am2 step1=field0gt0 step2=field7tp50 step3=field4gt0 step4=field1gt0 step5=field5bn10Jamie Gritton's Form Entry

Notes

1. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. Observe that if fewer than half of the investments passing step1 have dividend yields, then the cut-off value used in selecting the top 50% by field7 at step2 will be zero; due to the "plus ties" logic of steps, all eligible investments will therefore pass step2. If this is not what was intended by the screen's creator, then the screen needs to be re-defined.

3. Due to severe irregularities in Value Line's [Current Dividend Yield] and [Cash Flow] fields (see the glossary entries for cdv.v and cfl.v for details), as used by the Screen Builder, a valid comparison between backtest.exe and the Screen Builder is not possible for this screen.
LPE_YLD: Screen Builder URL
Backtest Command

field0=vprc:0,2 field1=bvs.v field2=tas.v field3=tim.v field4=ratio:field0,field1 field5=cdv.v field6=ratio:field5,field0 field7=ces.v field8=ratio:field0,field7 field9=ltd.v field10=ratio:field9,field2 step0=field3am4 step1=field6gt0 step2=field8gt0 step3=field8bp20 step4=field1ne0 step5=field4tp80 step6=field2gt0 step7=field10bp25 step8=field6tn10Jamie Gritton's Form Entry

Notes

1. See YieldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, three extra steps are necessary (step2, step4 and step6) to filter out investments with default values (zero in all cases).

3. Note that the raw data in [VL Long-Term Debt], as used by the Screen Builder, suffers from irregularities, whereas the data in ltd.v has been regularized (see its glossary entry for details). However, the step requiring [VL Total Assets] to be positive (which is required by deblanking in the Screen Builder version) avoids the most serious irregularities.
LPSAD: Screen Builder URL
Backtest Command

field0=tas.v field1=tim.v field2=cso.v field3=vprc:0,2 field4=product:field3,field2 field5=sls.v field6=ratio:field5,field4 field7=ltd.v field8=linear:1,field0,-1,field7 field9=ratio:field8,field4 step0=field1am4 step1=field4tn500 step2=field6tn50 step3=field0gt0 step4=field9tn10Jamie Gritton's Form Entry

Notes

1. See YieldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, an extra step is necessary (step3) to filter out investments with the default value of zero in tas.v.

3. Note that the raw data in [VL Long-Term Debt], as used by the Screen Builder, suffers from irregularities, whereas the data in ltd.v has been regularized (see its glossary entry for details). However, the step requiring [VL Total Assets] to be positive (which is required by deblanking in the Screen Builder version) avoids the most serious irregularities.
LPSB: Screen Builder URL
Backtest Command

field0=vprc:0,2 field1=bvs.v field2=sls.v field3=tim.v field4=ratio:field0,field1 field5=cso.v field6=product:field0,field5 field7=ratio:field6,field2 step0=field3am6 step1=field6tn500 step2=field1gt0 step3=field2gt0 step4=field7lt1 step5=field4bn10Jamie Gritton's Form Entry

Notes

1. step0 requires field3, [VL Timeliness Rank], to be at most 6, which is the standard way of restricting a backtest to the Value Line universe. See YieldEarnYear Notes (1) for an explanation of why it is included in spite of its being made redundant by step1.

2. See YieldEarnYear Notes (2) for an explanation of the lags used in vprc.
Melange: Backtest Command

field0=aprc:1 field1=av10.a:1 field2=trp:1,126 field3=incd.s field4=incd.f field5=pref:field3,field4 Industry:field5 field6=csoq1d.s field7=cshoq1d.c field8=sprc:0,1 field9=product:field8,field6 field10=cprc:0,1 field11=product:field10,field7 field12=pref:field9,field11 MktCap:field12 field13=salesgy6y1d.s field14=sale12gq17q1d.c field15=pref:field13,field14 SalesGr:field15 field16=epscon12q1d.s field17=epspx12q1d.c field18=ratio:field8,field16 field19=ratio:field10,field17 field20=pref:field18,field19 PE:field20 field21=if:field20gt0,field5,0 field22=pcntl:field20,field21,step1 step0=field5gt0 step1=field0gt10 step2=field1gt20000 step3=field12gt100 step4=field15gt15 step5=field20gt0 step6=field22lt50 step7=field2tn20Jamie Gritton's Form Entry

Notes
Momentum_emintz: Backtest Command

field0=pav63p.a field1=trm:3,126 field2=av21.a field3=av63.a field4=ratio:field2,field3 step0=field0gt40 step1=field0am70 step2=field4gt1.7 step3=field1tn20Jamie Gritton's Form Entry

Notes

1. emintz, if you have a name for this screen, let me know.
Momentum_emintz-Sigma: Backtest Command

field0=pav63p.a field1=av21.a field2=av63.a field3=ratio:field1,field2 field4=rrs:3,126 field5=vol:3,253 field6=linear:1,field4,-1,field5 step0=field0gt40 step1=field0am70 step2=field3gt1.7 step3=field6tn20Jamie Gritton's Form Entry
PEBsize: Screen Builder URL
Backtest Command

field0=vprc:0,2 field1=bvs.v field2=ratio:field0,field1 field3=tim.v field4=ces.v field5=ratio:field0,field4 field6=cso.v field7=product:field0,field6 step0=field3am6 step1=field5gt0 step2=field5bp30 step3=field1ne0 step4=field2bp50 step5=field2tp60 step6=field7bn10Jamie Gritton's Form Entry

Notes

1. step0 requires field3, [VL Timeliness Rank], to be at most 6, which is the standard way of restricting a backtest to the Value Line universe. See YieldEarnYear Notes (1) for an explanation of why it is included in spite of its being made redundant by step1.

2. See YieldEarnYear Notes (2) for an explanation of the lags used in vprc.

3. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, step1 is necessary to filter out investments with the default value of 0 in ces.v.
PEG13: Screen Builder URL
Backtest Command

field0=peg.v field1=tim.v field2=trp:2,63 field3=ces.v field4=vprc:0,2 field5=ratio:field4,field3 field6=ratio:field5,field0 step0=field1am2 step1=field5gt0 step2=field5lt100 step3=field2tn25 step4=field0ne0 step5=field0tn10 step6=field6bn10Jamie Gritton's Form Entry

Notes

1. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,63, the GTR1 equivalent of [VL Total Return 13-Weeks].
PEGFF: Screen Builder URL
Backtest Command

field0=vprc:0,2 field1=peg.v field2=tim.v field3=trp:2,126 field4=ces.v field5=ratio:field0,field4 field6=ratio:field5,field1 step0=field2am2 step1=field5gt0 step2=field5lt100 step3=field1ne0 step4=field6lt1.6 step5=field0gt7 step6=field1tn50 step7=field6bn25 step8=field3tn10Jamie Gritton's Form Entry

Notes

1. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,126, the GTR1 equivalent of [VL Total Return 26-Weeks].
PEG-Minimalist: Screen Builder URL
Backtest Command

field0=peg.v field1=tim.v field2=ph253.g:2 field3=trp:12,253 field4=ces.v field5=vprc:0,2 field6=ratio:field5,field4 field7=ratio:field0,field6 step0=field1am6 step1=field2al0.95 step2=field0gt0 step3=field3gt25 step4=field6ne0 step5=field7tn10Jamie Gritton's Form Entry

Notes

1. step0 requires field1, [VL Line Timeliness Rank], to be at most 6, which is the standard way of restricting a backtest to the Value Line universe. See YieldEarnYear Notes (2) for an explanation of why it is used in spite of being made redundant by step2.

2. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

3. See Screamers Notes (2) for comments on the use of ph253.g.

4. See Screamers Notes (1) for explanation of the lag used in ph253.g.

5. See CAPRS Notes (3) for explanation of the lag used in trp:12,253, the GTR1 equivalent of [VL Total Return 1-Year].

6. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, an extra step is necessary (step4) to filter out investments with the default value of 0 in field6.
PEG-NT: Screen Builder URL
Backtest Command

field0=peg.v field1=tim.v field2=trp:2,63 field3=ces.v field4=vprc:0,2 field5=ratio:field4,field3 field6=ratio:field5,field0 step0=field1am6 step1=field5gt0 step2=field5lt100 step3=field0gt0 step4=field6bn95 step5=field2tn10Jamie Gritton's Form Entry

Notes

1. step0 requires field1, [VL Timeliness Rank], to be at most 6, which is the standard way of restricting a backtest to the Value Line universe. See YieldEarnYear Notes (1) for an explanation of why it is included in spite of its being made redundant by step1.

2. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

3. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,63, the GTR1 equivalent of [VL Total Return 13-Weeks].
PEGRSW: Screen Builder URL
Backtest Command

field0=peg.v field1=tim.v field2=ces.v field3=vprc:0,2 field4=ratio:field3,field2 field5=ratio:field4,field0 field6=trp:2,63 field7=trp:2,126 field8=trp:12,253 field9=linear:.4,field6,.3,field7,.3,field8 step0=field1am2 step1=field4gt0 step2=field4lt100 step3=field9tn25 step4=field0ne0 step5=field0tn10 step6=field5bn10Jamie Gritton's Form Entry

Notes

1. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,63 and trp:2,126, the GTR1 equivalents of [VL Total Return 13-Weeks] and [VL Total Return 26-Weeks], respectively.

3. See CAPRS Notes (3) for the reasons for lagging trp:12,253, the GTR1 equivalent of [VL Total Return 1-Year], by 12 market days.
PEG: Screen Builder URL
Backtest Command

field0=peg.v field1=tim.v field2=trp:2,126 field3=ces.v field4=vprc:0,2 field5=ratio:field4,field3 field6=ratio:field5,field0 step0=field1am2 step1=field5gt0 step2=field5lt100 step3=field2tn25 step4=field0ne0 step5=field0tn10 step6=field6bn10Jamie Gritton's Form Entry

Notes

1. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,126, the GTR1 equivalent of [VL Total Return 26-Weeks].
PIH4: Screen Builder URL
Backtest Command

field0=pih.v field1=tim.v field2=trp:2,20 field3=product:field0,field2 step0=field1am2 step1=field0gt0 step2=field3tn10Jamie Gritton's Form Entry

Notes

1. See Screamers (VL) Notes (3) for the reasons for lagging trp:2,20, the GTR1 equivalent of [VL Total Return 4-Weeks], by two market days.

2. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, an extra step is necessary (step1) to filter out investments with the default value of 0 in pih.v.

3. Note that the raw data in [VL % Institutional Holdings], as used by the Screen Builder, suffers from an irregularity, whereas the data in pih.v has been regularized. A regularized Screen Builder backtest of PIH4 can be found here.
PIH_CSO_safe: Screen Builder URL
Backtest Command

field0=pih.v field1=cso.v field2=tim.v field3=sft.v field4=pst.v field5=rce.v step0=field2am2 step1=field3am3 step2=field4al50 step3=field0ne0 step4=field0bp50 step5=field5gt0 step6=field1ne0 step7=field1bn10Jamie Gritton's Form Entry

Notes

1. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, two extra steps are necessary (step3 and step6) to filter out investments with default values (zero in both cases).

2. Note that the raw data in [VL % Institutional Holdings], as used by the Screen Builder, suffers from an irregularity, whereas the data in pih.v has been regularized (see its glossary entry for details).

3. The official version of PIH_CSO_safe does not take any steps to correct for irregularities in the field [% Retained to Common Equity] (see the glossary entry for rce.v for details) in backtests. A regularized Screen Builder backtest of PIH_CSO_safe can be found here. Note, however, that this is a different regularization than the one used in building rce.v.
PIH_CSO_simple: Screen Builder URL
Backtest Command

field0=cso.v field1=pih.v field2=tim.v field3=pst.v step0=field2am2 step1=field3al50 step2=field1gt0 step3=field1bp50 step4=field0gt0 step5=field0bn10Jamie Gritton's Form Entry

Notes

1. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, two extra steps are necessary (step2 and step4) to filter out investments with default values (zero in both cases).

2. Note that the raw data in [VL % Institutional Holdings], as used by the Screen Builder, suffers from an irregularity, whereas the data in pih.v has been regularized (see its glossary entry for details). A regularized Screen Builder backtest of PIH_CSO_simple can be found here.
PIH_MCP: Screen Builder URL
Backtest Command

field0=pih.v field1=tim.v field2=pst.v field3=cso.v field4=vprc:0,2 field5=product:field4,field3 step0=field1am2 step1=field2al50 step2=field0gt0 step3=field0bp50 step4=field5gt0 step5=field5bn10Jamie Gritton's Form Entry

Notes

1. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, two extra steps are necessary (step2 and step4) to filter out investments with default values (zero in both cases).

3. Note that the raw data in [VL % Institutional Holdings], as used by the Screen Builder, suffers from an irregularity, whereas the data in pih.v has been regularized (see its glossary entry for details). A regularized Screen Builder backtest of PIH_MCP can be found here.
POI: Backtest Command

field0=aprc:1 field1=av10.a:1 field2=dspo field3=trp:1,126 field4=csoq1d.s field5=cshoq1d.c field6=sprc:0,1 field7=product:field6,field4 field8=cprc:0,1 field9=product:field8,field5 field10=pref:field7,field9 MktCap:field10 field11=tco12q1d.s field12=tco12q1d.c field13=pref:field11,field12 OpCash:field13 field14=ratio:field10,field13 step0=field0gt10 step1=field1gt20000 step2=field13gt0 step3=field14gt0 step4=field14lt5 step5=field2gt126 step6=field3tn20Jamie Gritton's Form Entry

Notes
P/S_I_Love_You: Backtest Command

field0=aprc:1 field1=av10.a:1 field2=dspo field3=ph253.g:1 field4=trp:1,253 field5=epsgq5q1d.s field6=epspigq5q1d.c field7=pref:field5,field6 EPSChg:field7 field8=csoq1d.s field9=cshoq1d.c field10=sprc:0,1 field11=product:field10,field8 field12=cprc:0,1 field13=product:field12,field9 field14=pref:field11,field13 MktCap:field14 field15=sales12q1d.s field16=sale12q1d.c field17=ratio:field14,field15 field18=ratio:field14,field16 field19=pref:field17,field18 PS:field19 step0=field7ne-999999 step1=field7tp50 step2=field0gt10 step3=field1gt10000 step4=field2gt253 step5=field3gt0.9 step6=field4gt25 step7=field14gt0 step8=field19gt0 step9=field19bn20Jamie Gritton's Form Entry

Notes
PST_5-10: Screen Builder URL
Backtest Command

field0=beta:2,159,5 field1=pst.v field2=eg5.v field3=elqw.v field4=peg.v field5=tim.v field6=dspo field7=ratio:field1,field0 field8=linear:1,field2,1,field3,1,field4 field9=trp:2,63 step0=field5am5 step1=field0ne0 step2=field6al797 step3=field1ne0 step4=field7bn500 step5=field2ne0 step6=field3ne0 step7=field3am300 step8=field4ne0 step9=field8al45 step10=field9tn10Jamie Gritton's Form Entry

Notes

1. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, four extra steps are necessary (step2, step5, step6 and step8) to filter out investments with default values (zero in all cases).

2. See BETA Notes (2) for an explanation of step2.

3. See BETA Notes (3) for comments on use of the field function beta.

4. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,63, the GTR1 equivalent of [VL Total Return 13-Weeks].

5. The field elqw.v, [VL % EPS Chg vs Yr Ago (Regularized)], is limited to a value of 300 at step7 in order to make it consistent with the way Value Line currently caps [% EPS Chg from Last Qtr] at 300%.

6. The official version of PST_5-10 does not take any steps to correct for irregularities in the field [% EPS Chg from Last Qtr] in backtests. A regularized Screen Builder backtest of PST_5-10 can be found here.
Quality_Earnings: Backtest Command

field0=aprc:1 field1=av10.a:1 field2=dspo field3=trp:1,126 field4=epsq1d.s field5=epspiq1d.c field6=pref:field4,field5 EPSQ1:field6 field7=eps12q1d.s field8=epspi12q1d.c field9=pref:field7,field8 EPS12m:field9 field10=fcfpsq1d.s field11=fcfpsq1d.c field12=pref:field10,field11 FCFPSQ1:field12 field13=linear:1,field12,-1,field6 field14=fcfps12q1d.s field15=fcfps12q1d.c field16=pref:field14,field15 FCFPS12m:field16 field17=linear:1,field16,-1,field9 field18=sprc:0,1 field19=ratio:field18,field14 field20=cprc:0,1 field21=ratio:field20,field15 field22=pref:field19,field21 PFCF:field22 step0=field0gt10 step1=field1gt20000 step2=field6gt0 step3=field9gt0 step4=field13gt0 step5=field17gt0 step6=field22gt0 step7=field22lt10 step8=field2gt126 step9=field3tn20Jamie Gritton's Form Entry

Notes
R13_EG2: Screen Builder URL
Backtest Command

field0=eg5.v field1=peg.v field2=product:field0,field1 field3=if:field0gt0,1,0 field4=if:field1gt0,1,0 field5=elqw.v field6=tim.v field7=tch.v field8=linear:1,field3,1,field4 field9=trp:2,63 field10=trp:2,20 field11=ces.v field12=vprc:0,2 field13=ratio:field12,field11 field14=linear:1,field2,1,field5 field15=ratio:field14,field13 step0=field6am2 step1=field7am2 step2=field2ne0 step3=field8gt0 step4=field9tn50 step5=field10gt0 step6=field13gt0 step7=field13lt100 step8=field5ne0 step9=field5am300 step10=field15tn10Jamie Gritton's Form Entry

Notes

1. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,20 and trp:2,63, the GTR1 equivalents of [VL Total Return 4-Weeks] and [VL Total Return 13-Weeks], respectively.

3. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, two extra steps are necessary (step2 and step8) to filter out investments with default values (zero in both cases).

4. The field file elqw.v, [VL % EPS Chg vs Yr Ago (Regularized)], is limited to a value of 300 at step9 in order to make it consistent with the way Value Line currently caps [% EPS Chg from Last Qtr] at 300%.

5. The official version of R13_EG2 does not take any steps to correct for irregularities in the field [% EPS Chg from Last Qtr] in backtests. A regularized Screen Builder backtest of R13_EG2 can be found here.
R13_EG_E: Screen Builder URL
Backtest Command

field0=eg5.v field1=peg.v field2=elqw.v field3=tim.v field4=tch.v field5=trp:2,63 field6=trp:2,20 field7=ces.v field8=vprc:0,2 field9=ratio:field8,field7 field10=linear:1,field0,1,field2,1,field1 field11=ratio:field10,field9 step0=field3am2 step1=field4am2 step2=field0gt0 step3=field5tn25 step4=field6gt0 step5=field9gt0 step6=field9lt100 step7=field1ne0 step8=field2ne0 step9=field2am300 step10=field11tn10Jamie Gritton's Form Entry

Notes

1. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,20 and trp:2,63, the GTR1 equivalents of [VL Total Return 4-Weeks] and [VL Total Return 13-Weeks], respectively.

3. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, two extra steps are necessary (step7 and step8) to filter out investments with default values (zero in both cases).

4. The field file elqw.v, [VL % EPS Chg vs Yr Ago (Regularized)], is limited to a value of 300 at step9 in order to make it consistent with the way Value Line currently caps [% EPS Chg from Last Qtr] at 300%.

5. The official version of R13_EG_E does not take any steps to correct for irregularities in the field [% EPS Chg from Last Qtr] in backtests. A regularized Screen Builder backtest of R13_EG_E can be found here.
R13_EG: Screen Builder URL
Backtest Command

field0=elqw.v field1=eg5.v field2=peg.v field3=tim.v field4=tch.v field5=trp:2,63 field6=trp:2,20 field7=ces.v field8=vprc:0,2 field9=ratio:field8,field7 field10=linear:1,field1,1,field0,1,field2 field11=ratio:field10,field9 step0=field3am2 step1=field4am2 step2=field5tn50 step3=field6gt0 step4=field9gt0 step5=field9lt100 step6=field0ne0 step7=field0am300 step8=field1ne0 step9=field2ne0 step10=field11tn10Jamie Gritton's Form Entry

Notes

1. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,20 and trp:2,63, the GTR1 equivalents of [VL Total Return 4-Weeks] and [VL Total Return 13-Weeks], respectively.

3. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, three extra steps are necessary (step6, step8 and step9) to filter out investments with default values (zero in all cases).

4. The field file elqw.v, [VL % EPS Chg vs Yr Ago (Regularized)], is limited to a value of 300 at step7 in order to make it consistent with the way Value Line currently caps [% EPS Chg from Last Qtr] at 300%.

5. The official version of R13_EG does not take any steps to correct for irregularities in the field [% EPS Chg from Last Qtr] in backtests. A regularized Screen Builder backtest of R13_EG can be found here.
REIT: Screen Builder URL
Backtest Command

start=19970106 field0=tim.v field1=incd.v field2=trp:2,5 field3=cdv.v field4=vprc:0,2 field5=ratio:field3,field4 step0=field0am5 step1=field1et6720 step2=field5tn6 step3=field2bn6Jamie Gritton's Form Entry

Notes

1. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. trp:2,5, GTR1's equivalent of Value Line's [VL Total Return 1-Week], contains a lag of two market days in order to mimic the lag between Value Line's calculation and when the typical investor would likely trade in relation to that calculation.

3. The Real Estate Investment Trust industry, [VL Industry Code] 6720, was exlucded from Value Screen Plus and Value Screen 3 from 1986 through 1996; thus the field file cdv.v only has default values of zero for this industry from 1986 to 1996, meaning this screen can only be meaningfully backtested from 19970106.
REV: Screen Builder URL
Backtest Command

field0=eg5.v field1=peg.v field2=tim.v field3=tch.v field4=trp:2,20 field5=ces.v field6=vprc:0,2 field7=ratio:field6,field5 field8=linear:1,field0,1,field1 field9=ratio:field8,field7 field10=trp:2,63 field11=product:field9,field10 step0=field2am2 step1=field3am2 step2=field4gt0 step3=field7gt0 step4=field7lt100 step5=field0ne0 step6=field1ne0 step7=field11tn10Jamie Gritton's Form Entry

Notes

1. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,20 and trp:2,63, the GTR1 equivalents of [VL Total Return 4-Weeks] and [VL Total Return 13-Weeks], respectively.

3. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, two extra steps are necessary (step5 and step6) to filter out investments with default values (zero in both cases).
RRS189-2S252: Backtest Command
field0=tim.v field1=rrs:1,189 field2=vol:1,252 field3=linear:1,field1,-2,field2 step0=field0et1 step1=field3tn10Jamie Gritton's Form Entry
Notes

1. A lag of 1 market day has been used for both RRS and Volatility (a.k.a. Sigma) in order to simulate the lag present for investors using Yahoo! historical quotes to generate rankings. To simulate trading based on ranking updates using real-time quotes, set the lag arguments to zero.
RS-100: Backtest Command

field0=aprc:1 field1=dspo field2=av10.a:1 field3=styp.a field4=incd.f field5=fcfps12q1d.s field6=fcfps12q1d.c field7=sprc:0,1 field8=ratio:field7,field5 field9=cprc:0,1 field10=ratio:field9,field6 field11=pref:field8,field10 PFCF:field11 field12=av63.a:1 field13=product:field0,field12 field14=ratio:field2,field13 VolRatiodd:field14 field15=ph253.g:1 field16=linear:100,field15,-1,field11 field17=trm:1,20 field18=sptr:1,20 field19=ratio:field17,field18 field20=trm:1,63 field21=sptr:1,63 field22=ratio:field20,field21 step0=field0gt5 step1=field1gt253 step2=field2gt100000 step3=field11gt0 step4=field16gt80 step5=field19gt1 step6=field22gt1 step7=field3ne30!31!32!33!34!35!38 step8=field4ne45!46!47!48 step9=field14tn20Jamie Gritton's Form Entry

Notes
RS13WKT12: Screen Builder URL
Backtest Command

field0=tim.v field1=trp:2,63 step0=field0am2 step1=field1tn10Jamie Gritton's Form Entry

Notes

1. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,63, the GTR1 equivalent of [VL Total Return 13-Weeks].
RS13WK: Screen Builder URL
Backtest Command

field0=tim.v field1=trp:2,63 step0=field0et1 step1=field1tn10Jamie Gritton's Form Entry

Notes

1. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,63, the GTR1 equivalent of [VL Total Return 13-Weeks].
RS1WK: Screen Builder URL
Backtest Command

field0=tim.v field1=trp:2,5 step0=field0et1 step1=field1tn10Jamie Gritton's Form Entry

Notes

1. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,5, the GTR1 equivalent of [VL Total Return 1-Week].
RS2020: Screen Builder URL
Backtest Command

field0=tim.v field1=trp:2,63 field2=trp:2,20 step0=field0am2 step1=field1tp20 step2=field2tn10Jamie Gritton's Form Entry

Notes

1. See Screamers (VL) Notes (3) for the reasons for lagging the GTR1 equivalents of [VL Total Return 4-Weeks] and [VL Total Return 13-Weeks] by two market days.
RS26WKT12: Screen Builder URL

Backtest Command

field0=tim.v field1=trp:2,126 step0=field0am2 step1=field1tn10
Jamie Gritton's Form Entry

Notes

1. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,126, the GTR1 equivalent of [VL Total Return 26-Weeks].
RS26WK: Screen Builder URL

Backtest Command

field0=tim.v field1=trp:2,126 step0=field0et1 step1=field1tn10
Jamie Gritton's Form Entry

Notes

1. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,126, the GTR1 equivalent of [VL Total Return 26-Weeks].
RS4WKT12: Screen Builder URL
Backtest Command

field0=tim.v field1=trp:2,20 step0=field0am2 step1=field1tn10Jamie Gritton's Form Entry

Notes

1. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,20, the GTR1 equivalent of [VL Total Return 4-Weeks].
RS4WK: Screen Builder URL
Backtest Command

field0=tim.v field1=trp:2,20 step0=field0et1 step1=field1tn10Jamie Gritton's Form Entry

Notes

1. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,20, the GTR1 equivalent of [VL Total Return 4-Weeks].
RS52WKT12: Screen Builder URL
Backtest Command

field0=tim.v field1=trp:2,20 step0=field0et1 step1=field1tn10Jamie Gritton's Form Entry

Notes

1. See CAPRS Notes (3) for the reasons for lagging trp:12,253, the GTR1 equivalent of [VL Total Return 1-Year], by 12 market days.
RS52WK: Screen Builder URL
Backtest Command

field0=tim.v field1=trp:2,20 step0=field0et1 step1=field1tn10Jamie Gritton's Form Entry

Notes

1. See CAPRS Notes (3) for the reasons for lagging trp:12,253, the GTR1 equivalent of [VL Total Return 1-Year], by 12 market days.
RSCAP: Screen Builder URL
Backtest Command

field0=tim.v field1=trp:12,253 field2=mcpp.a:2 step0=field0et1 step1=field1tn15 step2=field2tn10Jamie Gritton's Form Entry

Notes

1. As noted in its glossary entry, mcpp.a is based on sho.a (actual shares outstanding), which can lead to understated market capitalizations for companies with multiple securities. However, instead of building market capitalization out of vprc and cso.v, which would more accurately reproduce [VL Market Capitalization] values, mcpp.a has been used anyway in order to allow backtests of CAPRS from 1974.

2. mcpp.a has been lagged by two market days in order to mimic the lag between Value Line's calculation of market capitalization and when the typical investor would likely trade in relation to that calculation.

3. trp:12,253, the GTR1 equivalent of Value Line's [Total Return 1-Year], contains a lag of 12 market days in order to mimic the average lag between Value Line's monthly calculation of [VL Total Return 1-Year] and when the typical investor would likely trade in relation to that calculation (an average of 10 market days between calculation and publication plus a couple extra market days between publication and trading).
RSEG-rgonsal: Screen Builder URL
Backtest Command

field0=elqw.v field1=eg5.v field2=peg.v field3=tim.v field4=tch.v field5=trp:2,63 field6=trp:2,20 field7=ces.v field8=vprc:0,2 field9=ratio:field8,field7 field10=linear:3,field1,1,field0,2,field2 field11=ratio:field10,field9 step0=field3am2 step1=field4am2 step2=field5tn50 step3=field6al0 step4=field9gt0 step5=field9lt100 step6=field0ne0 step7=field0am300 step8=field1ne0 step9=field2ne0 step10=field11tn10Jamie Gritton's Form Entry

Notes

1. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,20 and trp:2,63, the GTR1 equivalents of [VL Total Return 4-Weeks] and [VL Total Return 13-Weeks], respectively.

3. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, three extra steps are necessary (step6, step8 and step9) to filter out investments with default values (zero in all cases).

4. The field file elqw.v, [VL % EPS Chg vs Yr Ago (Regularized)], is limited to a value of 300 at step7 in order to make it consistent with the way Value Line currently caps [% EPS Chg from Last Qtr] at 300%.

5. The official version of RSEG-rgonsal does not take any steps to correct for irregularities in the field [% EPS Chg from Last Qtr] in backtests. A regularized Screen Builder backtest of RSEG-rgonsal can be found here.
RSEP: Screen Builder URL
Backtest Command

field0=elqw.v field1=peg.v field2=tim.v field3=trp:2,63 field4=trp:2,126 field5=ces.v field6=vprc:0,2 field7=ratio:field6,field5 field8=ratio:field7,field1 step0=field2et1 step1=field7gt0 step2=field3tn20 step3=field4tn10 step4=field0ne0 step5=field0am300 step6=field0tn8 step7=field1ne0 step8=field8bn10Jamie Gritton's Form Entry

Notes

1. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,63 and trp:2,126, the GTR1 equivalents of [VL Total Return 13-Weeks] and [VL Total Return 26-Weeks], respectively.

3. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, an extra step is necessary (step4) to filter out investments with the default value of zero in elqw.v.

4. The field file elqw.v, [VL % EPS Chg vs Yr Ago (Regularized)], is limited to a value of 300 at step5 in order to make it consistent with the way Value Line currently caps [% EPS Chg from Last Qtr] at 300%.

5. The official version of RSEP does not take any steps to correct for irregularities in the field [% EPS Chg from Last Qtr] in backtests. A regularized Screen Builder backtest of RSEP can be found here.

6. RSEP never selects 10 stocks and rarely selects 8. Thus for the purpose of comparing results with the Screen Builder, use -shrink.
RSPEG1: Screen Builder URL
Backtest Command

field0=peg.v field1=tim.v field2=ph253.g:2 field3=trp:2,63 field4=trp:2,126 field5=ces.v field6=vprc:0,2 field7=ratio:field6,field5 field8=ratio:field7,field0 step0=field1et1 step1=field2al0.85 step2=field3tn20 step3=field4tn10 step4=field7gt0 step5=field7lt100 step6=field0gt0 step7=field8bn10Jamie Gritton's Form Entry

Notes

1. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. See Screamers Notes (2) for comments on the use of ph253.g.

3. See Screamers Notes (1) for an explanation of the lag used in ph253.g.

4. See Screamers Notes (3) for an explanation of the lags used in trp:2,63 and trp:2,126, the GTR1 equivalents of [VL Total Return 13-Weeks] and [VL Total Return 26-Weeks], respectively.

5. This screen frequently selects fewer than 10 stocks; use -shrink to reduce the number of positions to stocks available.
RSPEG2: Screen Builder URL
Backtest Command

field0=peg.v field1=tim.v field2=ph253.g:2 field3=trp:2,63 field4=trp:2,126 field5=ces.v field6=vprc:0,2 field7=ratio:field6,field5 field8=ratio:field7,field0 step0=field1am2 step1=field2al0.85 step2=field3tn30 step3=field4tn20 step4=field7gt0 step5=field7lt100 step6=field0gt0 step7=field8bn10Jamie Gritton's Form Entry

Notes

1. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. See Screamers Notes (2) for comments on the use of ph253.g.

3. See Screamers Notes (1) for an explanation of the lag used in ph253.g.

4. See Screamers Notes (3) for an explanation of the lags used in trp:2,63 and trp:2,126, the GTR1 equivalents of [VL Total Return 13-Weeks] and [VL Total Return 26-Weeks], respectively.
RSWEPS: Screen Builder URL
Backtest Command

field0=elqw.v field1=tim.v field2=trp:2,63 field3=trp:2,126 field4=trp:12,253 field5=linear:0.4,field2,0.3,field3,0.3,field4 step0=field1am6 step1=field5tn30 step2=field0ne0 step3=field0am300 step4=field0tn10Jamie Gritton's Form Entry

Notes

1. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,63 and trp:2,126, the GTR1 equivalents of [VL Total Return 13-Weeks] and [VL Total Return 26-Weeks], respectively.

2. See CAPRS Notes (3) for the reasons for lagging trp:12,253, the GTR1 equivalent of [VL Total Return 1-Year], by 12 market days.

3. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, an extra step is necessary (step2) to filter out investments with the default value of 0 in elqw.v.

4. The field file elqw.v, [VL % EPS Chg vs Yr Ago (Regularized)], is limited to a value of 300 at step3 in order to make it consistent with the way Value Line currently caps [% EPS Chg from Last Qtr] at 300%.

5. The official version of RSWEPS does not take any steps to correct for irregularities in the field [% EPS Chg from Last Qtr] in backtests. A regularized Screen Builder backtest of RSWEPS can be found here.
RSW: Screen Builder URL
Backtest Command

field0=tim.v field1=trp:2,63 field2=trp:2,126 field3=trp:12,253 field4=linear:0.4,field1,0.3,field2,0.3,field3 step0=field0et1 step1=field4tn10Jamie Gritton's Form Entry

Notes

1. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,63 and trp:2,126, the GTR1 equivalents of [VL Total Return 13-Weeks] and [VL Total Return 26-Weeks], respectively.

2. See CAPRS Notes (3) for the reasons for lagging trp:12,253, the GTR1 equivalent of [VL Total Return 1-Year], by 12 market days.
SAFETY_BOUNCE: Screen Builder URL
Backtest Command

field0=sft.v field1=trp:2,20 field2=gprc:2 field3=lgprc:2,253 field4=ratio:field2,field3 step0=field0et1 step1=field4lt1.13 step2=field1tn10Jamie Gritton's Form Entry

Notes

1. lgprc:2,253 (lowest closing g-price over the 253 consecutive market days ending two market days ago), the GTR1 approximation to [VL Low Price 52-Weeks], contains a lag of two market days in order to mimic the lag between Value Line's calculation of [Low Price 52-Weeks] and when the typical investor would likely trade in relation to that calculation.

2. The lowest g-price returned by lgprc is taken among closing g-prices, whereas [VL Low Price 52-Week] is taken over 52 weeks of intra-day lows. Thus lgprc:2,253 is only an approximation of [VL Low Price 52-Week] and its values will tend to be slighly higher than the latter.

3. trp:2,20, GTR1's equivalent of [VL Total Return 4-Weeks], contains a lag of two market days for the same reason just given for lagging lgprc by that amount.
SAFETY_HICCUP: Screen Builder URL
Backtest Command

field0=tim.v field1=sft.v field2=trp:2,5 field3=trp:12,253 field4=trp:2,20 step0=field0am5 step1=field1am2 step2=field2lt1 step3=field3tn50 step4=field4bn10Jamie Gritton's Form Entry

Notes

1. trp:2,5, the GTR1 approximation to [VL Total Return 1-Week], contains a lag of two market days in order to mimic the lag between Value Line's calculation of [VL Total Return 1-Week] and when the typical investor would likely trade in relation to that calculation.

2. trp:2,20, GTR1's equivalent of [VL Total Return 4-Weeks], contains a lag of two market days for the same reason just given for lagging trp:2,5 by that amount.

3. See CAPRS Notes (3) for an explanation of the lag used in trp:12,253, the GTR1 equivalent of [VL Total Return 1-Year].
Screamers (VL): Screen Builder URL
Backtest Command

field0=tim.v field1=ph253.g:2 field2=trp:12,253 field3=trp:2,20 step0=field0am2 step1=field1gt0.9 step2=field2tp67 step3=field3tn10Jamie Gritton's Form Entry

Notes

1. ph253.g (closing g-price divided by highest closing g-price over 253 market days), the GTR1 approximation of [VL Stock Price]/[VL High Price 52-Week], has been lagged by two market days in order to mimic the lag between Value Line's calculation and when the typical investor would likely trade in relation to that calculation.

2. The highest g-price used in ph253.g (and returned by the field function hgprc) is taken among closing g-prices, whereas Value Line's [VL High Price 52-Week] is taken over 52 weeks of intra-day highs. Thus ph253.g is only an approximation of [VL Stock Price]/[VL High Price 52-Week] and its values will tend to be slighly higher than the latter.

3. trp:2,20, GTR1's equivalent of [VL Total Return 4-Weeks], contains a lag of two market days for the same reason just given for lagging ph253.g by that amount. See CAPRS Notes (3) for the reasons for lagging the GTR1 equivalent of [VL Total Return 1-Year] by 12 market days.
Shrinkage: Backtest Command

field0=aprc:1 field1=csoq1d.s field2=cshoq1d.c field3=sprc:0,1 field4=product:field3,field1 field5=cprc:0,1 field6=product:field5,field2 field7=pref:field4,field6 MktCap:field7 field8=shraq1.s field9=cshprq1d.c field10=pref:field8,field9 ShrsQ1:field10 field11=shraq5.s field12=cshprq5d.c field13=pref:field11,field12 ShrsQ5:field13 field14=linear:1,field10,-0.95,field13 field15=equityq1d.s field16=equityq5d.s field17=ceqq1.c field18=ceqq5.c field19=linear:0.5,field15,0.5,field16 field20=linear:0.5,field17,0.5,field18 field21=pref:field19,field20 ComEq:field21 field22=netinc12q1d.s field23=ni12q1d.c field24=pref:field22,field23 NetInc:field24 field25=ratio:field24,field21 step0=field0gt10 step1=field7gt1000 step2=field10gt0 step3=field13gt0 step4=field14lt0 step5=field21gt0 step6=field25tn20Jamie Gritton's Form Entry

Notes
Silver_Parachute: Backtest Command

field0=aprc:1 field1=av10.a:1 field2=dspo field3=trp:1,126 field4=dpsind.s field5=dviq1.c field6=sprc:0,1 field7=ratio:field4,field6 field8=cprc:0,1 field9=ratio:field5,field8 field10=pref:field7,field9 field11=linear:100,field10 Yield:field11 step0=field0gt5 step1=field1gt10000 step2=field11al10 step3=field2gt126 step4=field3tn20Jamie Gritton's Form Entry

Notes
SLS_RS13: Screen Builder URL
Backtest Command

field0=sls.v field1=tim.v field2=trp:2,63 step0=field1am2 step1=field0ne0 step2=field0tp20 step3=field2tn10Jamie Gritton's Form Entry

Notes

1. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,63, the GTR1 equivalent of [VL Total Return 13-Weeks].

2. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, an extra step is necessary (step1) to filter out investments with the default value of 0 in sls.v.
SLS_RS26: Screen Builder URL
Backtest Command

field0=sls.v field1=tim.v field2=trp:2,126 step0=field1am2 step1=field0ne0 step2=field0tp20 step3=field2tn10Jamie Gritton's Form Entry

Notes

1. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,126, the GTR1 equivalent of [VL Total Return 26-Weeks].

2. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, an extra step is necessary (step1) to filter out investments with the default value of 0 in sls.v.
Small_Value: Backtest Command

field0=aprc:1 field1=av10.a:1 field2=dspo field3=trp:1,253 field4=incd.s field5=incd.f field6=pref:field4,field5 Industry:field6 field7=csoq1d.s field8=cshoq1d.c field9=sprc:0,1 field10=product:field9,field7 field11=cprc:0,1 field12=product:field11,field8 field13=pref:field10,field12 MktCap:field13 field14=invq1d.s field15=invq5d.s field16=invtq1.c field17=invtq5.c field18=linear:0.5,field14,0.5,field15 field19=linear:0.5,field16,0.5,field17 field20=pref:field18,field19 InvAvg:field20 field21=cgs12q1d.s field22=cogs12q1d.c field23=pref:field21,field22 CGS:field23 field24=ratio:field23,field20 InvTurn:field24 field25=if:field23gt0,field6,0 field26=if:field20gt0,field25,0 field27=tpcut:field24,field26,step1,50 IndInvTurn:field27 field28=linear:1,field24,-2,field27 field29=fcfps12q1d.s field30=fcfps12q1d.c field31=ratio:field9,field29 field32=ratio:field11,field30 field33=pref:field31,field32 PFCF:field33 field34=netinc12q1d.s field35=ni12q1d.c field36=pref:field34,field35 step0=field6gt0 step1=field0gt5 step2=field1gt50000 step3=field13gt100 step4=field13lt1500 step5=field36gt0 step6=field2gt253 step7=field3gt0 step8=field20gt0 step9=field23gt0 step10=field28gt0 step11=field33gt0 step12=field33bn20Jamie Gritton's Form Entry

Notes
SmoothAndCheap: Screen Builder URL
Backtest Command

field0=tim.v field1=dspo field2=beta:2,159,5 field3=trp:12,253 field4=ces.v field5=vprc:0,2 field6=ratio:field5,field4 step0=field0am6 step1=field1al797 step2=field2bn160 step3=field6gt0 step4=field6bn25 step5=field3tn10Jamie Gritton's Form Entry

Notes

1. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, an extra step is necessary (step3) to filter out investments with the default value of zero in field6.

2. See BETA Notes (2) for an explanation of step1.

3. See BETA Notes (3) for comments on use of the field function beta.

4. See CAPRS Notes (3) for the reasons for lagging trp:12,253, the GTR1 equivalent of [VL Total Return 1-Year], by 12 market days.

5. The official version of SmoothAndCheap does not take any steps to correct for irregularities in Value Line's field [Current P/E] in backtests (see the glossary entry for ces.v for details). A regularized Screen Builder backtest of SmoothAndCheap can be found here.
Steady_Growth: Backtest Command

field0=aprc:1 field1=av10.a:1 field2=dspo field0=aprc:1 field1=av10.a:1 field2=csoq1d.s field3=cshoq1d.c field4=sprc:0,1 field5=product:field4,field2 field6=cprc:0,1 field7=product:field6,field3 field8=pref:field5,field7 MktCap:field8 field9=eps12gq5q1d.s field10=epspi12gq5q1d.c field11=pref:field9,field10 EPSG12m:field11 field12=epsgy4y1d.s field13=epspigy4y1d.c field14=pref:field12,field13 EPSGY3:field14 field15=epsgy6y1d.s field16=epspi12gq17q1d.c field17=pref:field15,field16 EPSGY5:field17 field18=epscon12q1d.s field19=epspx12q1d.c field20=ratio:field4,field18 field21=ratio:field6,field19 field22=pref:field20,field21 PE:field22 field23=equityq1d.s field24=ceqq1.c field25=pref:field23,field24 ComEq:field25 field26=ltdebtq1d.s field27=dlttq1.c field28=pref:field26,field27 LTD:field28 field29=ratio:field28,field25 field30=linear:1,field14,-1,field11 field31=abs:field30 field32=linear:1,field17,-1,field11 field33=abs:field32 step0=field0gt10 step1=field8gt1000 step2=field1gt10000 step3=field11gt15 step4=field31lt3 step5=field33lt3 step6=field22gt0 step7=field25gt0 step8=field28al0 step9=field29bn20Jamie Gritton's Form Entry

Notes
TA_A: Screen Builder URL
Backtest Command

field0=trm:2,20 field1=tim.v field2=tch.v field3=trm:12,253 field4=ratio:field3,field0 step0=field1am2 step1=field2am2 step2=field4tn100 step3=field0tn10Jamie Gritton's Form Entry

Notes

1. See Screamers Notes (3) for an explanation of the lag of two market days used in trm:2,20, the GTR1 multiplier equivalent of [VL Total Return 4-Weeks].

2. See CAPRS Notes (3) for the reasons for lagging trm:12,253, the GTR1 multiplier equivalent of [VL Total Return 1-Year], by 12 market days.

3. At the third step (step2), the official version of TA_A essentially sorts stocks in descending order by the ratio of [VL Total Return 1-Year] as a multiplier to [VL Total Return 4-Weeks] as a multiplier. Thus the field function trm has been used instead of trp in order to simplify the formula by which stocks are sorted at step2.
TK1_R52: Screen Builder URL
Backtest Command

field0=tim.v field1=tch.v field2=trp:12,253 step0=field0am5 step1=field1et1 step2=field2tn10Jamie Gritton's Form Entry

Notes

1. See CAPRS Notes (3) for the reasons for lagging trp:12,253, the GTR1 equivalent of [VL Total Return 1-Year], by 12 market days.
TK2_R52: Screen Builder URL
Backtest Command

field0=tim.v field1=tch.v field2=trp:12,253 step0=field0am2 step1=field1et1 step2=field2tn10Jamie Gritton's Form Entry

Notes

1. See CAPRS Notes (3) for the reasons for lagging trp:12,253, the GTR1 equivalent of [VL Total Return 1-Year], by 12 market days.
TPEG13: Screen Builder URL
Backtest Command

field0=peg.v field1=tim.v field2=trp:2,63 field3=ces.v field4=vprc:0,2 field5=ratio:field4,field3 step0=field1am2 step1=field2tn25 step2=field5gt0 step3=field5lt100 step4=field5bn10 step5=field0ne0 step6=field0tn10Jamie Gritton's Form Entry

Notes

1. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,63, the GTR1 equivalent of [VL Total Return 13-Weeks].

2. field5, corresponding to [VL Current P/E] in the Screen Builder's defintion of TPEG13, is required to be postive in step2 in order to maintain consistency with VLIS 3.0, which only calculates [Current P/E] for stocks with positive [Current EPS].

3. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, an extra step is necessary (step5) to filter out investments with the default value of 0 in peg.v.

4. The official version of TPEG13 only partially corrects for irregularities in Value Line's field [Current P/E] in backtests (see the glossary entry for ces.v for details). A regularized Screen Builder backtest of TPEG13 can be found here.

5. Tie-breaking logic has been omitted. See EG Notes (3) for an example of tie-breaking.

6. This screen frequently selects fewer than 10 stocks. Thus when comparing results with the Screen Builder, use -shrink.
TREPPE_E: Screen Builder URL
Backtest Command

field0=peg.v field1=eg5.v field2=tim.v field3=tch.v field4=trp:2,63 field5=ces.v field6=vprc:0,2 field7=ratio:field5,field6 field8=linear:1,1,0.01,field0 field9=linear:1,1,0.01,field1 field10=product:field8,field9,field7 step0=field2am2 step1=field3am2 step2=field1gt0 step3=field4tn25 step4=field7ne0 step5=field0ne0 step6=field10tn10Jamie Gritton's Form Entry

Notes

1. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,63, the GTR1 equivalent of [VL Total Return 13-Weeks].

3. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, an extra step is necessary (step5) to filter out investments with the default value of zero in peg.v.

4. Note that since the field function ratio returns zero if the value of either the numerator or denominator argument is zero, step4 effectively "deblanks" both vprc and ces.v simultaneously.
TREPPE: Screen Builder URL
Backtest Command

field0=peg.v field1=eg5.v field2=tim.v field3=tch.v field4=trp:2,63 field5=ces.v field6=vprc:0,2 field7=ratio:field5,field6 field8=linear:1,1,0.01,field0 field9=linear:1,1,0.01,field1 field10=product:field8,field9,field7 step0=field2am2 step1=field3am2 step2=field4tn50 step3=field7ne0 step4=field0ne0 step5=field1ne0 step6=field10tn10Jamie Gritton's Form Entry

Notes

1. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,63, the GTR1 equivalent of [VL Total Return 13-Weeks].

3. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, two extra steps are necessary (step4 and step5) to filter out investments with default values (zero in both cases).

4. Note that since the field function ratio returns zero if the value of either the numerator or denominator argument is zero, step3 effectively "deblanks" both vprc and ces.v simultaneously.
TTI: Screen Builder URL
Backtest Command

field0=tim.v field1=tch.v field2=trp:2,126 field3=inr.v step0=field0et1 step1=field1et1 step2=field2tn10 step3=field3tn10Jamie Gritton's Form Entry

Notes

1. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,126, the GTR1 equivalent of [VL Total Return 26-Weeks].
Turnarounds: Backtest Command

field0=aprc:1 field1=av10.a:1 field2=trp:1,20 field3=csoq1d.s field4=cshoq1d.c field5=sprc:0,1 field6=product:field5,field3 field7=cprc:0,1 field8=product:field7,field4 field9=pref:field6,field8 MktCap:field9 field10=eps12q1d.s field11=epspi12q1d.c field12=pref:field10,field11 EPS12m:field12 field13=epsq1d.s field14=epspiq1d.c field15=pref:field13,field14 EPSQ1:field15 field16=sales12q1d.s field17=sale12q1d.c field18=ratio:field9,field16 field19=ratio:field9,field17 field20=pref:field18,field19 PS:field20 step0=field0gt10 step1=field1gt10000 step2=field12ne-999999 step3=field12lt0 step4=field15gt0 step5=field9gt0 step6=field20gt0 step7=field20lt1.5 step8=field2tn20Jamie Gritton's Form Entry

Notes
Value_at_the_Top: Backtest Command

field0=aprc:1 field1=incd.f field2=dspo field3=ph253.g:1 field4=csoq1d.s field5=cshoq1d.c field6=sprc:0,1 field7=product:field6,field4 field8=cprc:0,1 field9=product:field8,field5 field10=pref:field7,field9 MktCap:field10 field11=epscon12q1d.s field12=epspx12q1d.c field13=ratio:field6,field11 field14=ratio:field8,field12 field15=pref:field13,field14 PE:field15 field16=av10.a:1 field17=product:field0,field16 step0=field0gt5 step1=field10gt100 step2=field17gt500000 step3=field1ne45!46!47!48 step4=field2gt253 step5=field3gt0.95 step6=field15gt0 step7=field15bn20Jamie Gritton's Form Entry

Notes
Value_EG: Screen Builder URL
Backtest Command

field0=elqw.v field1=peg.v field2=tim.v field3=trp:2,20 field4=ces.v field5=vprc:0,2 field6=ratio:field5,field4 field7=linear:1,field0,1,field1 field8=ratio:field7,field6 field9=trp:2,63 field10=trp:2,126 field11=linear:1,field9,1,field10 field12=ratio:field11,field6 step0=field2am5 step1=field6gt0 step2=field6lt100 step3=field0am300 step4=field0ne0 step5=field1ne0 step6=field8tn250 step7=field3al0 step8=field12tn10Jamie Gritton's Form Entry

Notes

1. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. See Screamers Notes (3) for an explanation of the lag of two market days used in trp:2,20, trp:2,63 and trp:2,126, the GTR1 equivalents of [VL Total Return 4-Weeks], [VL Total Return 13-Weeks] and [VL Total Return 26-Weeks], respectively.

3. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, two extra steps are necessary (step3 and step4) to filter out investments with default values (0 in both cases).

4. The field elqw.v, [VL % EPS Chg vs Yr Ago (Regularized)], is limited to a value of 300 at step5 in order to make it consistent with the way Value Line currently caps [% EPS Chg from Last Qtr] at 300%.

5. The official version of Value_EG does not take any steps to correct for irregularities in the fields [% EPS Chg from Last Qtr] and [Current P/E] in backtests (see glossary entries for elqw.v and ces.v for details). A regularized Screen Builder backtest of Value_EG can be found here.
WK_Voom: Backtest Command

field0=aprc:1 field1=av10.a:1 field2=dspo field3=styp.a field4=incd.f field5=trp:1,63 field6=csoq1d.s field7=cshoq1d.c field8=sprc:0,1 field9=product:field8,field6 field10=cprc:0,1 field11=product:field10,field7 field12=pref:field9,field11 MktCap:field12 field13=fcfps12q1d.s field14=fcfps12q1d.c field15=pref:field13,field14 FCFPS12m:field15 field16=cfps12q1d.s field17=cfps12q1d.c field18=pref:field16,field17 CFPS12m:field18 field19=tco12q1d.s field20=tco12q1d.c field21=pref:field19,field20 CashOps12m:field21 field22=fcfpsq1d.s field23=fcfpsq1d.c field24=pref:field22,field23 FCFPSQ1:field24 field25=fcfpsq5d.s field26=fcfpsq5d.c field27=pref:field25,field26 FCFPSQ5:field27 field28=linear:1,field24,-1,field27 field29=tcoq1d.s field30=tcoq1d.c field31=pref:field29,field30 CashOpsQ1:field31 field32=tcoq5d.s field33=tcoq5d.c field34=pref:field32,field33 CashOpsQ5:field34 field35=linear:1,field31,-1,field34 field36=cfpsq1d.s field37=cfpsq1d.c field38=ratio:field8,field36 field39=ratio:field10,field37 field40=pref:field38,field39 PCFQ1:field40 field41=av63.a:1 field42=trp:1,126 field43=product:field42,field1 field44=product:field0,field41 field45=ratio:field43,field44 Voom:field45 field46=ph253.g:1 field47=linear:100,field46,-1,field40 step0=field0gt5 step1=field1gt10000 step2=field12gt75 step3=field15gt0 step4=field18gt0 step5=field21gt0 step6=field28gt0 step7=field35gt0 step8=field40gt0 step9=field40lt25 step10=field2gt253 step11=field47gt60 step12=field3ne30!31!32!33!34!35!38 step13=field4ne45!46!47!48 step14=field5gt10 step15=field45tn20Jamie Gritton's Form Entry

Notes
YEY60: Screen Builder URL
Backtest Command

field0=tim.v field1=trp:12,253 field2=ces.v field3=vprc:0,2 field4=ratio:field3,field2 field5=cdv.v field6=ratio:field5,field3 field7=ratio:field6,field4 step0=field0am6 step1=field4gt0 step2=field7tn60 step3=field1tn10Jamie Gritton's Form Entry

Notes

1. step0 requires field0, [VL Timeliness Rank], to be at most 6, which is the standard way of restricting a backtest to the Value Line universe. See YieldEarnYear Notes (1) on why it is included in spite of its being made redundant by step1.

2. See YldEarnYear Notes (2) for an explanation of the lags used in vprc.

3. See CAPRS Notes (3) for the reasons for lagging the GTR1 equivalent of [VL Total Return 1-Year] by 12 market days.
YIELD4: Screen Builder URL
Backtest Command

field0=pdg.v field1=tim.v field2=ces.v field3=cdv.v field4=vprc:0,2 field5=ratio:field3,field4 step0=field1am6 step1=field5al0.04 step2=field2tn15 step3=field0ne0 step4=field0tn10Jamie Gritton's Form Entry

Notes

1. See YieldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. Since backtest.exe does not automatically "deblank" fields the same way the Screen Builder does, an extra step is necessary (step3) to filter out investments with the default value of zero in pdg.v. (A similar step for ces.v isn't necessary because step2 effectively filters out investments with the defautl value of zero in ces.v.)
YldDiv: Screen Builder URL
Backtest Command

field0=cdv.v field1=tim.v field2=vprc:0,2 field3=ratio:field0,field2 step0=field1am4 step1=field3tn100 step2=field0tn10Jamie Gritton's Form Entry

Notes

1. See YieldEarnYear Notes (2) for an explanation of the lags used in vprc.
YldEarnYear2: Screen Builder URL
Backtest Command

field0=vprc:0,2 field1=tim.v field2=ces.v field3=ratio:field0,field2 field4=cdv.v field5=ratio:field4,field0 field6=ratio:field5,field3 field7=trp:12,253 field8=product:field6,field7 step0=field1am6 step1=field3gt0 step2=field5gt0 step3=field8tn10Jamie Gritton's Form Entry

Notes

1. step0 requires field1, [VL Timeliness Rank], to be at most 6, which is the standard way of restricting a backtest to the Value Line universe. See YieldEarnYear Notes (1) on why it is included in spite of its being made redundant by step1.

2. See YieldEarnYear Notes (2) for an explanation of the lags used in vprc.

3. See CAPRS Notes (3) for the reasons for lagging trp:12,253, the GTR1 equivalent of [VL Total Return 1-Year], by 12 market days.
YldEarnYear: Screen Builder URL
Backtest Command

field0=tim.v field1=trp:12,253 field2=ces.v field3=vprc:0,2 field4=ratio:field3,field2 field5=cdv.v field6=ratio:field5,field3 field7=ratio:field6,field4 step0=field0am6 step1=field4gt0 step2=field7tn35 step3=field1tn10Jamie Gritton's Form Entry

Notes

1. step0 requires field0, [VL Timeliness Rank], to be at most 6, which is the standard way of restricting a backtest to the Value Line universe. Observe that this step is logically unncessary, because step1 requires field4 (the equivalent of [VL Current P/E]) to be positive, which will only be the case for stocks covered by the electronic version of Value Line. However, including step0 improves backtester performance: checking 7,000 stocks for [VL Timeliness Rank] (stored values that change relatively infrequently) is faster than checking 7,000 stocks for positive P/E ratio, which involves two field function calls (vprc and ratio) and reading values from both ces.v and gtov.v.

2. Value Line-adjusted price has a share_lag of zero so that it is commensurable with the unlagged fundamental data field files ces.v and cdv.v, but it has a quote_lag of two market days in order to mimic the lag between Value Line's calculation of ratios and when the typical investor would likely trade in relation to those calculations.

3. See CAPRS Notes (3) for the reasons for lagging the GTR1 equivalent of [VL Total Return 1-Year] by 12 market days.
YldEPS: Screen Builder URL
Backtest Command

field0=tim.v field1=ces.v field2=cdv.v field3=vprc:0,2 field4=ratio:field2,field3 step0=field0am4 step1=field4tn100 step2=field1tn10Jamie Gritton's Form Entry

Notes

1. See YieldEarnYear Notes (2) for an explanation of the lags used in vprc.
YldYear: Screen Builder URL
Backtest Command

field0=tim.v field1=trp:12,253 field2=cdv.v field3=vprc:0,2 field4=ratio:field2,field3 step0=field0am6 step1=field4tn35 step2=field1tn10Jamie Gritton's Form Entry

Notes

1. step0 requires field0 , [VL Timeliness Rank], to be at most 6, which is the standard way of restricting a backtest to the Value Line universe. See YieldEarnYear Notes (1) on why it is included in spite of its being made redundant by step1.

2. See YieldEarnYear Notes (2) for an explanation of the lags used in vprc.

3. See CAPRS Notes (3) for the reasons for lagging the GTR1 equivalent of [VL Total Return 1-Year] by 12 market days.
Z26saTA: Backtest Command

field0=dspo DSPO:field0 field1=aprc:1 field2=av10.a:1 field3=styp.a field4=incd.f field5=csoq1d.s field6=cshoq1d.c field7=sprc:0,1 field8=product:field7,field5 field9=cprc:0,1 field10=product:field9,field6 field11=pref:field8,field10 MktCap:field11 field12=epsdcgq5q1d.s field13=epsfxgq5q1d.c field14=pref:field12,field13 EPSDCG1Q5:field14 field15=epsdcgq6q2d.s field16=epsfxgq6q2d.c field17=pref:field15,field16 EPSDCG2Q6:field17 field18=epsdcgq7q3d.s field19=epsfxgq7q3d.c field20=pref:field18,field19 EPSDCG3Q7:field20 field21=salesgq5q1d.s field22=salegq5q1d.c field23=pref:field21,field22 SALESG1Q5:field23 field24=salesgq6q2d.s field25=salegq6q2d.c field26=pref:field24,field25 SALESG2Q6:field26 field27=linear:1,field23,-1,field26 field28=epsdcy1d.s field29=epsfxy1d.c field30=pref:field28,field29 EPSDCY1:field30 field31=epsdcy2d.s field32=epsfxy2d.c field33=pref:field31,field32 EPSDCY2:field33 field34=linear:1,field30,-1,field33 field35=epsdcgy4y1d.s field36=epsfxgy4y1d.c field37=pref:field35,field36 EPSDCG3F:field37 field38=linear:1,field14,-0.55,field37 field39=epsdc9gq6q2d.s field40=epsfx9gq6q2d.c field41=pref:field39,field40 EPSDCG6Q:field41 field42=epscon12q1d.s field43=epspx12q1d.c field44=ratio:field7,field42 field45=ratio:field9,field43 field46=pref:field44,field45 PE:field46 field47=if:field46gt0,1,0 field48=bpcut:field46,field47,step0,50 MedPE:field48 field49=linear:1,field46,-1.4,field48 field50=trm:1,20 field51=sptr:1,20 field52=ratio:field50,field51 RS4:field52 field53=trm:1,63 field54=sptr:1,63 field55=ratio:field53,field54 RS13:field55 field56=epsy1d.s field57=epspiy1d.c field58=pref:field56,field57 EPSY1:field58 field59=av63.a:1 field60=trp:1,126 field61=product:field60,field2 field62=product:field1,field59 field63=ratio:field61,field62 Voom:field63 field64=min:field41,30 field65=linear:1,field14,-1,field64 field66=if:field0gt63,1,0 field67=pcntl:field59,field66,step0 field68=trp:1,63 field69=linear:1,field68,-0.4,field60 field70=if:field69gt0,1,0 field71=if:field52gt1.125,1,0 field72=if:field55gt1.2,1,0 field73=product:field71,field72 field74=linear:1,field70,1,field73 step0=field1gt10 step1=field2gt10000 step2=field11gt75 step3=field14gt0 step4=field17gt0 step5=field20gt0 step6=field26ne-999999 step7=field27gt0 step8=field33ne-999999 step9=field34gt0 step10=field37al15 step11=field65gt0 step12=field38gt0 step13=field46gt5 step14=field49lt0 step15=field3ne30!31!32!33!34!35!38 step16=field4ne45!46!47!48 step17=field0gt126 step18=field67al25 step19=field74al1 step20=field58gt0 step21=field63tn20Jamie Gritton's Form Entry

Notes
ZLTDA: Screen Builder URL
Backtest Command

field0=tas.v field1=ltd.v field2=trp:12,253 field3=ces.v field4=vprc:0,2 field5=ratio:field4,field3 step0=field0gt0 step1=field1et0 step2=field5gt0 step3=field5bn10 step4=field2tn10Jamie Gritton's Form Entry

Notes

1. See YieldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. See CAPRS Notes (3) for the reasons for lagging trp:12,253, the GTR1 equivalent of [VL Total Return 1-Year], by 12 market days.

3. The official version of ZLTD takes no steps to correct for irregularities in Value Line's field [Current P/E] in backtests (see the glossary entry for ces.v for details), whereas step2 in this command requires field5 (corresponding to [VL Current P/E]) to be positive.

4. Note that the raw data in [VL Long-Term Debt], as used by the Screen Builder, suffers from irregularities, whereas the data in ltd.v has been regularized (see the glossary entry for ltd.v for details). However, the step requiring [VL Total Assets] to be positive effectively regularizes the screen and causes the step selecting stocks with zero values in [VL Long-Term Debt] to function as intended.
ZLTD: Screen Builder URL
Backtest Command

field0=tim.v field1=ltd.v field2=trp:12,253 field3=ces.v field4=vprc:0,2 field5=ratio:field4,field3 step0=field0am6 step1=field1et0 step2=field5gt0 step3=field5bn10 step4=field2tn10Jamie Gritton's Form Entry

Notes

1. See YieldEarnYear Notes (2) for an explanation of the lags used in vprc.

2. See CAPRS Notes (3) for the reasons for lagging trp:12,253, the GTR1 equivalent of [VL Total Return 1-Year], by 12 market days.

3. The official version of ZLTD takes no steps to correct for irregularities in Value Line's field [Current P/E] in backtests (see the glossary entry for ces.v for details), whereas step2 in this command requires field5 (corresponding to [VL Current P/E]) to be positive.

4. Note that the raw data in [VL Long-Term Debt], as used by the Screen Builder, suffers from irregularities, whereas the data in ltd.v has been regularized (see the glossary entry for ltd.v for details). Consequently, comparisons between backtest.exe and the Screen Builder are not entirely valid for this screen.
Zweig-26: Backtest Command

field0=dspo dspo:field0 field1=styp.a field2=incd.f field3=trm:1,126 field4=eps12q1d.s field5=epspi12q1d.c field6=pref:field4,field5 EPS12m:field6 field7=epsdc12q1d.s field8=epsfx12q1d.c field9=pref:field7,field8 EPSDC12m:field9 field10=epsdcgq5q1d.s field11=epsfxgq5q1d.c field12=pref:field10,field11 EPSDCG1Q5:field12 field13=epsdcgq6q2d.s field14=epsfxgq6q2d.c field15=pref:field13,field14 EPSDCG2Q6:field15 field16=epsdcgq7q3d.s field17=epsfxgq7q3d.c field18=pref:field16,field17 EPSDCG3Q7:field18 field19=epsdcgq8q4d.s field20=epsfxgq8q4d.c field21=pref:field19,field20 EPSDCG4Q8:field21 field22=salesgq5q1d.s field23=salegq5q1d.c field24=pref:field22,field23 SALESG1Q5:field24 field25=salesgq6q2d.s field26=salegq6q2d.c field27=pref:field25,field26 SALESG2Q6:field27 field28=linear:1,field24,-1,field27 field29=epsdcy1d.s field30=epsfxy1d.c field31=pref:field29,field30 EPSDCY1:field31 field32=linear:1,field9,-1,field31 field33=epsdcy2d.s field34=epsfxy2d.c field35=pref:field33,field34 EPSDCY2:field35 field36=linear:1,field31,-1,field35 field37=epsdcy3d.s field38=epsfxy3d.c field39=pref:field37,field38 EPSDCY3:field39 field40=linear:1,field35,-1,field39 field41=epsdcgy4y1d.s field42=epsfxgy4y1d.c field43=pref:field41,field42 EPSDCG3F:field43 field44=linear:1,field12,-1,field43 field45=salesgy4y1d.s field46=salegy4y1d.c field47=pref:field45,field46 SALESG3F:field47 field48=epsdc9gq6q2d.s field49=epsfx9gq6q2d.c field50=pref:field48,field49 EPSDCG6Q:field50 field51=epscon12q1d.s field52=epspx12q1d.c field53=sprc:0,1 field54=ratio:field53,field51 field55=cprc:0,1 field56=ratio:field55,field52 field57=pref:field54,field56 PE:field57 field58=if:field57gt0,1,0 field59=bpcut:field57,field58,step1,50 MedPE:field59 field60=linear:1,field57,-1.5,field59 field61=min:field50,30 field62=linear:1,field12,-1,field61 field63=sptr:1,126 field64=ratio:field3,field63 field65=av63.a:1 field66=if:field0gt63,1,0 field67=pcntl:field65,field66,step0 step0=field6al0 step1=field15gt0 step2=field18gt0 step3=field21gt0 step4=field24gt0 step5=field27ne-999999 step6=field28gt0 step7=field39ne-999999 step8=field32al0 step9=field36gt0 step10=field40gt0 step11=field43al15 step12=field47al15 step13=field62gt0 step14=field44al0 step15=field57gt5 step16=field60lt0 step17=field0gt126 step18=field64gt1 step19=field1ne30!31!32!33!34!35!38 step20=field2ne45!46!47!48 step21=field67al25 step22=field3tn20Jamie Gritton's Form Entry

Notes