Micro-Cap Strategy - Feedback Before Live Launch?

Welcome!

Unfortunately this data is not very helpful when trying to find issues with the model.

General comments:
It's not wrong to add an "extra" buy rule like then one you use for Beta1Y, but it is generally recommended to keep stuff like that in the ranking system.

AvgDailyTot(20) can be a poor measure for the liquidity of a stock, I prefer to use MedianDailyTot(120).

Low turnover is a good feature in a stock picking system, but it is a big problem when testing the system. You want to know if your system can pick good stocks, but low turnover means that you don't pick enough stock to tell you if the system works or not. For testing I recommend to "force" the system to sell more, either by change the sell limit or adding nobars>200 as a sell rule. (The rolling screener also works great for this).

Here's a nice stress test: Run your model for the last 10 years (with >100% turnover). Then under "Period and Restrictions", click: "Add from previous runs". Doing this forces your next run to avoid buying any of the stocks from your first run. (After doing this you'll have to lower the sell-limit, since many of your high-ranking stocks now have been removed.) This will test your models ability to keep sorting out "good" from "bad" stocks from what remains. I can be interesting to do many round of this.

I also strongly recommend using the mod(stockid)-method to construct subuniverses, and check that your model works for each of them:

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