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PE Ratio and Growth Score

Using a range to find good PE ratios of the top volume stocks, then sorting based on growth score. Keeping some and increasing exponentially stake in those stocks for as many days they are continuously in my list.

Clone Algorithm
84
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Backtest from to with initial capital
Total Returns
--
Alpha
--
Beta
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Sharpe
--
Sortino
--
Max Drawdown
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Benchmark Returns
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Volatility
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Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 5894af4dbe37eb5e56c4ca75
There was a runtime error.
2 responses

I tried running the same code for 2015 with 30k in initial capital:

Clone Algorithm
5
Loading...
Backtest from to with initial capital
Total Returns
--
Alpha
--
Beta
--
Sharpe
--
Sortino
--
Max Drawdown
--
Benchmark Returns
--
Volatility
--
Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 5895239e3e2d8d61e10d2736
There was a runtime error.

Yeah that's a good example of the bad parts of this algorithm. In that case it went all in on one stock (SUNE) that ended up crashing, but I guess still showed a good growth score and high volume during its crash. I'm going to try to update this algorithm to not allow for that 'all-in' type of approach.