Composition of IReturn09 92 ?

Research
1

Hello,

I would like to know if it’s possible to have the detail of the following ranking: IReturn09 92 ?
Beside, i have downloaded it few month ago and i do not remember how we could see & download other ranking. Please, could you tell me ?

For the moment, i do not understand why all my ranking are “reversed” (ie. the low ranked make good performance…)

2

I am not sure what you are asking for when you say “the detail of the following ranking: IReturn09 92”. Could you please explain?

If you would like to see and download public ranking systems that were created by other users, the steps are:

  • Click on Research in the main menu and click Research Search.
  • Then click on Components and pick Ranking System.
  • Remove your name from the Author field and click Search.
    If you wanted to find the original public copy of ‘IReturn09 92’, then enter that as the Ranking System Name on the search screen. Then sort the results by Last Updated to find the oldest copy of it.

For the question regarding why your ranking systems are “reversed” ie low ranks have better performance, please provide a specific ranking system name and we can discuss it. We can discuss it via email if you would rather not share any details in the forum. I looked at ‘IReturn09 92’ briefly and the results generally are ok for small caps. The outperformance lessens as you increase the marketcap size in the universe. That is true of most ranking systems - smaller stocks mean more opportunity for better returns relative to the index.

3

Many thanks for the research search link !

Oh another question: what append when we do not put any weight in the ranking nodes ?
I found that a 100% in the ranking system and 0% in each of his component is possible … What does it do?

For example like this:


Pr2BookQ


Pr2CashFlQ


Pr2CashFlPQ


Pr2CashFlTTM

4

If all the nodes have 0% weight then it assumes you want them to be equally weighted. But if any of the nodes at that same level have any weight >0, then the weights have to sum to 100%.

5

Hello : Many thanks for the answers. I have another question (i will hame many soon probably).
In the free simulated strategy Piggytush, i don’t understand how the rules works.

I see for example: Buy0 SusGr% or Buy1 EPSExclXorGr%TTM or Buy3 Pr2NetFrCashFlTTM…
I do not understand: this does not reject no stock ? I thought each rule must be a logical selection (like Buy6 LTGrth1WkAgo > LTGrth4WkAgo which reject some stocks).

Could someone help me ? Many thanks

6

These buy rules simply mean that the factor in question is not NA. This is especially important for Pr2NetFrCashFlTTM. If the company’s net free cash flow is negative, it will not pass the buy rules.

Of course, it’s also possible that the person who made this system public erased all the limits he put in before doing so.

7

Thanks thanks thanks