Lagged timing rule?

How do I create a rule that will be “as of” a prior date? And not necessarily for a certain factor but as a generalized rule, i.e. find that stocks that would have matched all of the other criteria as of a week ago, or a month ago.

Thanks

I’m not sure if this will help, but there is a function RankPrev(n) that lets you set conditions on where a company ranked n weeks ago.

For example, RankPrev(52) < 95 would require the stock to not be in the top 5% of your ranking system 52 weeks ago. It only works on your ranking system though.

Did you look at the FHist(“formula”,weeks ago) formula? That might be what you are looking for.

Thanks guys. Yeah, I think the RankPrev rule is the right approach, but when I test it, it doesn’t seem to work. Does it work in Screens or just Simulations?

Fwiw the objective is to lag the portfolio formation. In my backtests I’m seeing decent results with a 4 week rebalance but poor results with a weekly rebalance, which suggests my results might improve if I delay the portfolio formation by a week, maybe two. Welcome any suggestions, thanks.

I use RankPrev(4) in screens without a problem. What do you mean by “it doesn’t seem to work”? Can you give us an example?