Id like to do a backtest with performance filters that i can easily use from finviz to scan, like "price crossed xxSMA" or xxSMA crossed xxSMA", with a combination of other filters too but not too crazy... just something to narrow down the scope a bit and focus on relatively strong, more liquid stocks, can you help me come up with some combinations to backtest?

You can absolutely do that, and it’s a good idea: define a **Finviz-friendly filter set**, then backtest the underlying logic on historical data. Below I’ll: 1. Propose a **baseline Finviz filter** you can keep on all the time (liquidity, quality). 2. Give you **4 concrete strategy templates** built from: - “Price crossed xxSMA” - “xxSMA crossed xxSMA” - Simple **performance filters** (Finviz “Performance” fields, RSI, etc.). 3. For each, I’ll describe: - How to set it up in **Finviz**. - How we’d translate it into a **backtest rule** (entry/exit). You can then tell me which one you want to actually backtest first (and on what universe). --- ## 1. Baseline Finviz filter (for all strategies) Assumptions (so we don’t have to keep asking): - **Universe:** U.S. listed stocks. - **Timeframe:** Daily bars, swing to position trades (weeks–months). - **Direction:** Long-only. - **Execution convention:** Signal on day’s close → trade at **next day’s open** in backtest. **Baseline Finviz settings** you can apply across all ideas: - **Descriptive** - Exchange: `NYSE`, `NASDAQ` (you can include AMEX if you want, but I’d skip it for now). - Country: `USA` (optional but often useful). - Market Cap: `Mid ($2B+)` or `Large ($10B+)` → keeps you in larger, more institutionally owned names. - **Price & Liquidity** - Price: `Over $10` or `Over $20` → avoids tiny, illiquid names with huge spreads. - Average Volume: `Over 1M` (or `Over 500K` if you want more names). - Relative Volume: `Over 1` (optional; for more active names). - **Optional basic quality** - EPS growth next 5 years: `Positive` - Return on Equity: `Positive` or `Over 10%`. You can treat this as your **“base universe”**. Everything below just adds **technical/performance filters** on top. --- ## 2. Strategy 1 – Golden Cross + Momentum filter **Idea:** Own stocks where the **50-day SMA has crossed above the 200-day SMA** (golden cross) and price is holding above both, with decent medium-term performance. ### 2.1 Finviz filter setup On top of the baseline: - **Technical** - 50-Day Simple Moving Average: `Price above SMA50` - 200-Day Simple Moving Average: `Price above SMA200` - (If available in your Finviz version) Pattern: `SMA50 crossed SMA200` If that’s not available, we approximate with: - `SMA50 above SMA200` (trend is already golden-crossed). - **Performance** - Performance Quarter: `Up more than 5%` (or 10%, depending on how selective you want). - Performance Year: `Up more than 15–20%` (optional; confirms longer-term strength). This finds **established uptrends** with a golden cross and positive recent performance. ### 2.2 Backtest rule translation **Universe:** Baseline filters + above technical/performance rules. **Entry (signal day = close, trade at next open):** - A stock that previously did **not** satisfy `SMA50 > SMA200 & price > SMA50 & price > SMA200` - Now **starts** satisfying all of them and meets the performance filters. **Exit:** Choose one of: - **Trend break exit (simple):** - Exit when **price closes below SMA50**, or - More conservative: exit only when **price closes below SMA200**. - **Time/risk:** - Add a stop-loss (e.g. **−15% from entry**). - Optional: time stop (e.g. exit after 6 months if still held and conditions are neutral). We can backtest this as: - **Portfolio-style:** At each daily (or weekly) close, buy all new signals equally weighted, sell those that violate exit conditions. --- ## 3. Strategy 2 – Strong uptrend + pullback (buy the dip) **Idea:** Focus on stocks in **clear long-term uptrends** that have had a **short-term pullback** and are now **reclaiming** a key SMA. This is closest to “price crossed xxSMA” from below. ### 3.1 Finviz filter setup On top of baseline: - **Trend filters** - 50-Day SMA: `Price above SMA50` - 200-Day SMA: `Price above SMA200` - 50-Day SMA vs 200-Day SMA: `SMA50 above SMA200` (if available). - **Performance** - Performance Quarter: `Up more than 5%` (still a strong intermediate trend) - Performance Month: `Down` or `Down more than -5%` (recent short-term pullback) - Performance Week: `Up` (starting to turn back up). This approximates: **long-term up, short-term pullback, very recent bounce**. ### 3.2 Backtest rule translation **Entry idea: price reclaiming SMA20 or SMA50 after a dip.** For backtesting, we’d define concrete rules: - **Entry:** - Long-term trend: `SMA50 > SMA200` and `close > SMA200`. - Short-term pullback: over the past M days (e.g. 10–20 days), - price closed **below SMA20 or SMA50** at least once, and - Performance Month < 0. - **Signal bar:** today’s close **crosses back above SMA20 (or SMA50)** from below. - **Exit:** - Price closes **below SMA50** again, or - Stop-loss (e.g. **−10–15%**), or - Optional profit-take (e.g. **+25–30%**), or exit when price stretches to some % above SMA50. Finviz can’t perfectly define the **“cross from below”** event, but your screener will find candidates matching the **state** (uptrend, recent pullback, starting to bounce). In backtest, we can model the cross exactly (prior-day vs current-day relation to SMA). --- ## 4. Strategy 3 – SMA20 reclaim after shakeout (short-term continuation) **Idea:** More tactical: capture **short-term continuation** by buying when price **reclaims the 20-day SMA** in an overall uptrend. This is closer to your “price crossed xxSMA” concept, with a faster MA. ### 4.1 Finviz filter setup On top of baseline: - **Trend context** - 50-Day SMA: `Price above SMA50` - 200-Day SMA: `Price above SMA200` - (Optionally) Performance Year: `Up more than 10–20%`. - **Short-term behavior (approximate cross)** Because Finviz can’t check the previous bar, we approximate: - 20-Day SMA: `Price above SMA20`. - Performance Month: `Down` or `Down more than -3%`. - Performance Week: `Up`. Interpretation: stock is in an uptrend, had a mild down month, and is up on the week with price now above SMA20. ### 4.2 Backtest rule translation **Entry:** - Uptrend: `SMA50 > SMA200` and `close > SMA200`. - Yesterday: `close_yesterday < SMA20_yesterday`. - Today: `close_today > SMA20_today`. → **Price has just crossed above SMA20 from below.** **Exit:** - Short-term trend break: `close < SMA20` (fast mean reversion), or - Slightly slower: `close < SMA50`, or - Fixed SL (e.g. −8–10%) and a modest TP (e.g. +15–20%), depending on how aggressive you want it. This tends to produce **more trades**, shorter holding periods. --- ## 5. Strategy 4 – High RS breakout (near 52-week highs) **Idea:** Focus on **relative strength leaders** breaking out upward. You can use Finviz’s **Performance** and **52-week High** fields for this. ### 5.1 Finviz filter setup On top of baseline: - **Performance / RS** - Performance Year: `Up more than 30%`. - Performance Quarter: `Up more than 10–15%`. - Performance Month: `Up` (or `Up more than 5%` if you want only very strong names). - **Technical levels** - 50-Day SMA: `Price above SMA50`. - 200-Day SMA: `Price above SMA200`. - 52-Week High: `0–5% below High` or `New High` (depending on how tight you want the breakout zone). This gives you a **shortlist of liquid, high-momentum leaders** pushing new highs. ### 5.2 Backtest rule translation **Entry:** - Pick a **breakout trigger**, e.g.: - Today’s close is **at a 52-week closing high**, and - Volume today > 1.5 × 50-day average (you can’t formally filter this in Finviz, but we can add it in backtest), and - Price > SMA50 & SMA200. **Exit:** - Trend break: close < SMA50, or - More patient: close < SMA200, or - Trailing stop (e.g. 20–25% from peak). This is a **classic trend/momentum** breakout strategy. --- ## 6. How to use these practically **In Finviz:** 1. Save your **baseline filter** (market cap, volume, price). 2. Save each of the 4 **technical/performance templates** as a separate screener preset: - “Golden Cross Momentum” - “Strong Uptrend Pullback” - “SMA20 Reclaim” - “Breakout Near 52-Week High” Then: - On your trading days, run a given preset. - You’ll get a **manageable list** of candidates that match the state you want. - For timing, you can: - Enter at/near the next day’s open if the conditions still hold. - Optionally check the chart to ensure the cross/breakout is actually happening (Finviz can’t see “yesterday vs today”). **In backtesting:** - We implement the **exact SMA cross / reclaim rule** on historical daily data (no Finviz limitations) with: - Defined universe (e.g. S&P 500 or “U.S. stocks with mkt cap > $2B and avg vol > 1M”). - Signal: SMA cross / reclaim event. - Exits: SMA breaks, stops, etc. - This lets us measure: - Win rate, average trade, max drawdown, CAGR, etc. - Sensitivity to thresholds (e.g. SMA20 vs SMA50, stop at 8% vs 15%, etc.) --- ## 7. Next step: which one do you want to test first? If you tell me: 1. **Universe** for backtest (e.g. S&P 500 only, or all U.S. stocks with mkt cap > $2B and avg vol > 1M), 2. **Strategy template** from above you want to start with (1–4), 3. **Rough risk preference** (tighter SL / faster exits vs more patient), I can formalize that strategy with precise rules (entries/exits, SL/TP) and then run a backtest for you over, say, the last 10–15 years to see how it behaves.