Unveiling the stock trend screener based on AC and LR criteria.
* The rationale behind trend identification using Autocorrelation and Linear regression has been detailed HERE.
* The use of this method to identify trending stocks, and naively backtested (as proof of concept) HERE.
* Improving the backtest to remove limitations detailed therein (backtest 2.0) has been detailed HERE.
* Finally to gain even more confidence and weed out the more useful signals, Path analysis is detailed HERE.
With robust rationale, methodology and validation, I finally present the Stock Trend Screener underneath, for each of the stock universes.
The list will be updated everyday after NSE CM Data bhavcopy comes out.
The historical data of the screener will be stored HERE for those who wish to analyze further.
If you find it useful, please share with others.
The website runs on Google Adsense revenue and donations from people who find it useful.
If you want to help the website out please consider donating a small amount to dhritiman.ch@oksbi via google pay.
Thank you and Cheers.
LARGE CAPS
MID CAPS
SMALL CAPS
U hold them for 60 days !!?
The backtest is done for both 20 and 60 days. Both are good results. Can take a decision based on your own appetite. 🙂
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Bro, where is link to screener, I want to backtest it?
The screener code is on my end. I produce the tables for the website for everybody to view. It’s not a dynamic thing. If you want to backtest, the links to data and the methodology is provided in the preceding articles explaining the steps of the backtest.
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