Stock Model

Quote from DontMissTheBus:

I did read it. I (think) I know your general methodology here. The problem is, you can't backtest it. If you can't backtest this - and this is a quantitative method, then it's somewhat pointless for you to post these since there's no information as to what each signal means (in terms of expected performance). You don't know them because you can't run the analysis.

Moreover, if you were actually serious about looking into doing this, you would at least keep your universe constant (rather than running a bunch of different groups) and show the daily PnL.

Obviously, you are not obligated to do any of the above; But why post it if not then? There's no meaning in posting a bunch of rankings.
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I see your point and they are well taken. Let me think about it.
 
Quote from pennystocker:

How do you rank Morgan Stanley in the next 30 day period?
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MS, -3

Note that the ranking doesn't have an expiration per se, but the higher the VIX, the more likely that the ranking will change in a shorter amount of time. Thirty days is sort of long, but it probably won't change dramatically between now and then.

If you look at the older posts in this thread (there aren't many) you can see that MS hasn't changed much in the last week or so.
 
This guy on Bloomberg suggests shorting GT and CHTR. So I ran the model:

GT, -2
CHTR, -3

Nothing to get excited about imo (although you could pair these shorts with a couple of +2). However, there are analysts that lead the market, so....
 
"Magic Formula" stocks:

https://www.magicformulainvesting.com/stock_screener.html

ACAD, -3
AFAM, -1
AMED, -1
APOL, -4
AMAT, 0
AGX, -1
HRB, -2
CPLA, -2
CECO, -1
CHKE, -5
CMTL, 0
CRAY, -2
DELL, -1
DLX, -2
DLB, -3
FRX, -2
GTAT, -2
GNI, -1
ESI, -3
KLAC, -2
KFY, -1
KLIC, -2
LMLP, -1
LRCX, -1
LPS, -2
MEDW, -2
MANT, -1
MDP, -2
MSFT, 0
MNTA, -1
MPAA, -3
NVMI, -3
PDLI, 0
PRX, -2
PETS, -3
PWER, -3
PRSC, -1
SNDK, 0
STRA ,-2
SUPG, -1
TNAV, -1
TER, -2
TSRA, -3
USMO, 0
USNA, -3
UIS, -1
EGY, -1
VECO, -1
VPHM , 1
 
Man, either there is something wrong with my model (I don't think so), or individual equities mostly stink at this moment.
 
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