Is there any tool with TC2000 or other stock screeners that can allow me to scan for stocks with big price gains/losses month over month and year over year with little back and forth movement. What im looking for is something blasting off or tanking with short retraces.
Sounds like a T-Bill to me I think you need backtesting for that. Amibroker will do it along with many other tools like TS, Ninja, Metastock, you name it.
Sort by Sharpe ratio over some period of interest eg 250 days or whatever you like Just ran this sort on NAZ 100 stocks for Jan 18, and ALTR popped out on top. I presume this is the sort of thing you are looking for. It's no magic bullet but is, I think, useful. I wrote the screener myself, so I've no idea what's available for the various products out there.
I like! You must see the value in filtering your puppies for good behavior! Cheers Edit: Looked briefly, neither Tc2000 nor yahoo screener filters for sharpe. Wondering if there is some other sort I could do...