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Saturday, September 11, 2010

Relative Strength Scans

Last week I discussed making some changes on the relative strength scan, and this week I am going to implement them on a trial basis. The biggest change is cutting the final list in half: I now will be tracking 100 stocks instead of 200. The danger is, of course, that i will miss some good stocks, but that danger will be there no matter what method I use. There were 999 stocks in the top 25% of their 52 week price ranges this week. The first step was to take out any that had incomplete data (mostly float) and stocks with 52 week highs less than 5. That took out less than 100. The first step with the remaining list was sorting by 60 day volume per million shares, and I removes all but the top 200. From there I sorted by 20 day volume per million shares to come up with the final 100. This method will probably go through some minor changes in the next couple of weeks, but overall I am pretty satisfied with the results. The columns below are the tickers for the final 100 stocks.

The spreadsheet will be uploaded later today.


AAPL COGT JOSB RES
ACC CPX JOYG RFMD
AEZ CRM LCC RVBD
AGCO CTXS LGL SCMR
AGP CVLT LVS SOL
AIV ENDP MBI SOLF
AKAM ENTR MELI SPRD
AMRC EXPE MIPS SUN
APKT FDO MRX SWKS
ARNA FFIV MSB TEN
ARST FIRE NANO TIBX
ARUN FNSR NFLX TSL
ASYS FOSL NRCI TYC
AWI FTNT NTAP UA
BBG GBDC NWL UAUA
BIDU GENZ NZ ULTA
BORN GIII OXF URI
BUCY GMCR PAY VHC
BVF IACI PCLN VIT
BZ ID PCS VMW
CAL IDT PFCB VQ
CASY INTU PLCE VRSN
CLF ISLN PNRA WLL
CMG JAS PWER WSM
CMS JASO RAX WYNN

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