Strategy screener
The S&P 500 ranked by ten strategies after the open-source daily_stock_analysis: hard filters first, then value, momentum, stability, activity and the rest as percentiles among the stocks that pass, less a penalty for risks. Rebuilt from every member's prices after each close.
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Every stock is scored only against the others that pass the same filters, so a score says how a stock ranks inside this strategy today, not how good it is. The technical score is the check-up on each stock's page. Valuation is Yahoo's; prices are the last completed session. Strategies after daily_stock_analysis (ZhuLinsen, MIT; its screener from AlphaSift, Apache-2.0), with thresholds re-tuned for US large caps. Not advice.
Hold the ETFs with the strongest momentum while it is positive, and step aside into Treasury bills when it is not: the rules of daily_stock_analysis's dual-momentum rotation, applied to US funds and backtested from 2006, with what the same rule would hold on today's close.
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On the last session of each month (or week) the pool is ranked by its return over the lookback; only a positive return qualifies, each slot is an equal share, and an empty slot goes to BIL (one- to three-month T-bills), or cash before BIL listed. A fund already held stays while it qualifies and is within 2 points of the weakest pick. Orders fill at the next session's close, trades cost 10 bp of turnover, and weights are not re-equalised between trades. The benchmark is the pool equal-weighted and rebalanced daily. Rules after daily_stock_analysis (ZhuLinsen, MIT). A backtest is what a rule would have done, not what it will do; trend rules lag sharp turns and whipsaw in ranges. Not advice.