I wonder if anyone could comment on the differences between Rolling Tests in Tools and Rolling Backtests in Screens, how each can be best employed as well as traps or non-intuitive aspects of the protocol for using each that you have found. It seems these tools could be very useful.
In particular, I am not sure what to make of the number of stocks produced in Rolling Backtests in Screens. That number is almost always higher than I would expect to see.
Rolling Backtests in Screens relies upon Max Position % (0 - 100) and Max # of Stocks.
Rolling Tests in Tools (by means of the Portfolio being tested) relies upon Ideal Size of New Position and Buy Constraints.
Thanks very much.
Hugh