Fundamental Stock Screening

Point in Time Backtesting

Filtered On and Scored On Dates

PRICE GROWTH: Let’s create a screener for companies that went up 20% over a year.

This screener matches every security whose price increased 20% or more over 252 Trading days (1 year) as of the filtered date. So from Nov 21, 2019, to Feb 21, 2020, the price of these stocks increased by at least 20%.

The Return is the closing price change from the day it was Bought on to the date it was Returned on.

Explanation

The above results are from several years ago, but by default, we screen for the companies roughly 3 months in the past so that you can use the score function to test on average how the stocks performed up until today. This method and our backtests are great ways to validate a stock screener. It can be easy to come up with a stock screener that you think should perform well against the market. However it is essential to also test how the screener would have performed in the past.

Remember the stocks passed on the Bought On Date. From November 21 to February 21, these stocks have increased at least 20% in price. The return tells us how these stocks performed from the filtered-on date until the scored-on date.

Get Stocks that match Today.

Click on the “to” between the Bought on and Returned on dates,

toButton.png

Then, select Today in the popup that appears.

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You might be wondering where all of the color went!

Remember the return is the % change from the Bought on date to the Returned on Date. The day they were Bought on and Returned on are the same day now, so the return will be 0% resulting in no color.

The stocks on the heat map pass the stock screener as of Today.