Point-in-time equity screener + backtester. No lookahead, delisting-aware,
survivorship-aware. Free data (SEC EDGAR XBRL + Yahoo). This page is generated by
python demo.py.
Screen as of 2020-12-31 using only filings public before that date, then measure each passer's actual return to 2024-12-31.
| ticker | sector | pb_tangible | de | score | tier | fwd_return | exit_reason |
|---|---|---|---|---|---|---|---|
| INSW | Water Transportation | 0.4219 | 0.5068 | 0.6190 | 1 | +224.7% | held |
| ASC | Deep Sea Foreign Transportation of Freight | 0.3158 | 0.5986 | 0.4286 | 2 | +328.2% | held |
Filters A/B/C computed from SEC XBRL (us-gaap + IFRS). Forward returns are dividend/split-adjusted (Yahoo). Delisted names exit at acquisition/haircut value.
Rebalance loop over a broad multi-sector universe including delisted names - proves cohorts, costs, delisting exits and the equity curve all work offline. Synthetic numbers test the engine, not the strategy.
Equity curve = compounded equal-weight cohort returns, net of costs.
| rebalance | next | n_names | avg_return | median_return | hit_rate |
|---|---|---|---|---|---|
| 2011-01-01 00:00:00 | 2012-01-01 00:00:00 | 12 | +3.4% | +3.4% | +100.0% |
| 2012-01-01 00:00:00 | 2013-01-01 00:00:00 | 12 | +3.4% | +3.4% | +100.0% |
| 2013-01-01 00:00:00 | 2014-01-01 00:00:00 | 12 | +5.0% | +3.6% | +100.0% |
| 2014-01-01 00:00:00 | 2015-01-01 00:00:00 | 12 | +3.2% | +3.4% | +91.7% |
| 2015-01-01 00:00:00 | 2016-01-01 00:00:00 | 11 | +3.5% | +3.5% | +100.0% |
| 2016-01-01 00:00:00 | 2017-01-01 00:00:00 | 11 | +5.4% | +3.6% | +100.0% |
| 2017-01-01 00:00:00 | 2018-01-01 00:00:00 | 11 | +2.9% | +3.2% | +81.8% |
| 2018-01-01 00:00:00 | 2019-01-01 00:00:00 | 10 | +3.4% | +3.4% | +90.0% |
| 2019-01-01 00:00:00 | 2020-01-01 00:00:00 | 9 | +6.1% | +3.6% | +100.0% |
| 2020-01-01 00:00:00 | 2021-01-01 00:00:00 | 10 | +1.4% | +3.2% | +80.0% |
| 2021-01-01 00:00:00 | 2022-01-01 00:00:00 | 10 | +18.6% | +4.0% | +100.0% |
| 2022-01-01 00:00:00 | 2023-01-01 00:00:00 | 10 | +3.0% | +3.2% | +80.0% |
| 2023-01-01 00:00:00 | 2024-01-01 00:00:00 | 8 | +3.8% | +3.6% | +100.0% |
| 2024-01-01 00:00:00 | 2024-12-31 00:00:00 | 8 | +3.8% | +3.6% | +100.0% |
Generated by demo.py · not financial advice.