The Jesse Greider Screener
Today’s Change (Feb 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Buys the 7 most “oversold” stocks (by a 30‑day recent‑moves score) from a handpicked list heavy in tech, consumer, and logistics, splits money equally, and rebalances only on large weight drift—not on a fixed schedule.
It starts with a fixed list of 18 well-known and niche companies (e.g., Microsoft, Meta, ASML, Lululemon, Ulta, Vale). It calculates a simple “recent moves” score (RSI: 0=lots of recent drops, 100=lots of recent gains). It buys the 7 with the lowest scores (recent losers), splits money equally, and only rebalances if weights drift ~8%.
Mean-reversion tilt selecting 7 oversold names from an 18-name tech/consumer universe, with equal weights and drift-based rebalancing. OOS: 21.7% annualized return, Calmar 1.27, Sharpe 0.76. Diversifies and complements the S&P 500 despite lower raw return.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| -0.17 | 1.22 | 0.5 | 0.71 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 37.88% | 44.48% | 1.75% | 5.97% | 2.19 | |
| 27.46% | 35.35% | 11.95% | 1.76% | 1.14 |
Initial Investment
$10,000.00
Final Value
$12,746.14Regulatory Fees
$9.07
Total Slippage
$45.54
Invest in this strategy
OOS Start Date
Aug 16, 2022
Trading Setting
Threshold 8%
Type
Stocks
Category
Stock screener, mean reversion, rsi, equal-weight, concentrated, tech-heavy, consumer discretionary, semiconductors
Tickers in this symphonyThis symphony trades 18 assets in total
Ticker
Type
AMAT
Applied Materials Inc
Stocks
ASML
ASML Holding NV
Stocks
DMLP
Dorchester Minerals LP
Stocks
EXPD
Expeditors International of Washington, Inc.
Stocks
EXPI
eXp World Holdings, Inc. Common Stock
Stocks
INMD
InMode Ltd. Ordinary Shares
Stocks
LSTR
Landstar System Inc
Stocks
LULU
lululemon athletica inc.
Stocks
META
Meta Platforms, Inc. Class A Common Stock
Stocks
MSB
Mesabi Trust
Stocks