SP500 Value and RS

kumar · November 2, 2017, 2:16pm

I try to implement Relative Strength from CANSLIM along with SP500 Value.

Let, us watch and see the results in next 3 months.

Attachment is the screen of current holdings for just for info. not advised for investments.

Thanks
Kumar

kumar · November 12, 2017, 1:39pm

If the model uses top buckets without any buy and sell rules; it may be data mining without any control/filter what the model buys.
if the model uses many buy rules and sell rules, it may be curve fitting, to work with small set of sample.
Good model should be using reasonable factor ranking and valid filter criteria. I am working with this in my mind to design model.

Thanks
Kumar

kumar · January 18, 2018, 5:29pm

RS relative Strength model.

Thanks
Kumar