Test the rules yourself
The default combination for each screen is precomputed so this page loads instantly. Change anything and the run happens on demand. Losing trades are published alongside the winners — that is the point of the page.
These figures are under a methodology review and will be revised.
Our data provider's free tier carries no delisted companies, so this test only ever saw names that survived to today. Every return below is flattered by that.
Over 2.0 years, $100,000 became $97,395 on 50 trades, holding at most 5 at a time and cutting a loser at 8%. 266 more signals qualified and were passed up because the book was already full. 58% of the period was a strong market by this test's own definition — the benchmark above its 200-day average.
Gross mean trade +0.10%, net of 10bps round trip 0.00%. The benchmark, held throughout, returned +35.33%.
Historical earnings dates are projected backwards on a quarterly cadence from the next known date. The earnings filter is therefore approximate.